End of mysteries, NATURE and the universe is FULL of things we know to be true that 100% don't make logical sense to us.
First of all, you won't find a human on earth that can define, give evidence of or an example of a physical 'nothing'. It's easy to just say 'nothing is nothing!' But that's just a human concept, an empty void. We have no example of that anywhere, there is no evidence that nothing in the human sense of nothing is a physical state or that it ever existed. Try to give an example of what nothing is..... You can't. Physicists today are working on defining what 'nothing' means in the actual universe, basically what the most simple status of the universe was. Watch this......
Despite this, we seek to understand these things. Your question is no small matter and if you spent a year reading up on it, then maybe you would start to appreciate the issues involved. I'm not being patronising, it's physics! You wouldn't expect an average person to understand rocket science without a lot of reading first!
i think the most honest answer is, if you really want to restrict yourself to the laws of thermodynamics (rightly so) then you have to explain where God came from too. It is no different to asking how did 'x' come from nothing 'x' being anything from the Big Bang to a deity.
Also, you can't really bring God into science, the second we do people start inducing magic. How did God make Angels if the laws of thermodynamics exist? ...."Erm well he can do anything!" ...... When you can induce magic to explain anything, then it's not a conversation, it is opinion and valueless to knowledge.
Lastly, read "A universe from nothing" by Lawrence Krauss, there are answers out there.