Conservation of energy is an incarnation of the first law of thermodynamics if I'm remembering my physics correctly, but doesn't take into account some of the fun things we've stated learning since delving into quantum mechanics. And example would be
vacuum fluctuations.
There might have been a beginning of what we now consider space/time in the form of the singularity exploding in the Big Bang process. I'm not sure if you can say "before the big bang", as time started with the cosmic origin along with energy and matter.
I think. I'm a bit of a dolt when it comes to physics.