You, in your body, exist in this moment. When did you exist before now? The moment before. These moments regress back to when you were conceived. Before that moments regressed back to the Big Bang. Moments, as I'm using it, is shorthand for any length of time you'd like--seconds, minutes, days, whatever.
Before the Big Bang it gets more complicated because it seems as though space and time as we understand them originated in same singularity as all the matter and energy of the universe. It isn't technically correct to say anything precedes the Big Bang, but that isn't going to stop this thought experiment. After all, believers assume something (God) came before the Big Bang and they won't simply give up that belief because of y'know, physics. So we need to imagine another, greater spacetime-like dimension the singularity is within...or something.
I've already written about possible causes of the Big Bang that don't involve the Almighty. Religious apologists say any non-God cause is only pushing the need for God back a step. "What caused the cause?" they say. The answer, "the cause before that." That's what infinite regress is in terms of religious debate, an infinite chain of causes with our universe as an effect (and perhaps a cause) on said chain.
Back to God. According to believers, God doesn't have a moment of origin, but can still be understood as existing at every moment. When did God exist before this moment? The moment before, ad infinitum. What caused the cause? The cause before that, ad infinitum. God is in the exact same boat as an infinite causal series. One can't argue that one is impossible without arguing that both are impossible.
You can think of God's existence as infinite, eternal, or forever--it's all semantics. God is described by apologists as indivisible. They obviously don't describe God this way because they are informed by evidence, they describe God this way because they want God exempt from the perceived infinite regress problems of secular explanations. To them I ask, if God doesn't exist every moment into the past, at what moment does God stop existing?
Put another way, to avoid the apologist's denial that God's existence can be segmented the same way as literally everything else, let's talk about God's actions marking points on a line. We can pick a point for a reference--in universal apologetics creating the universe is the best choice. So universe creation is point X. Actions after, like creating life or sending his son can be represented as points X1, X2 and so on. Points before X can be represented as -3X, -2X, -1X. This assumes God can act before he created the universe, which he can if he is omnipotent.
Now, when could he act before -3X? Well, -4X. When could God act before -1000X? -1001X! This either regresses infinitely making apologetic objections to secular infinite regress hypocritical and invalid or the apologist must admit there is a point in which God cannot act, just as there is a point in which God cannot exist, making their deity limited and finite. Which begs the question, what caused God?