That's a good question. If a supreme being exists, it would need to be made out of something, wouldn't it? Something which isn't made out of anything has no presence or attributes and is functionally identical to nothing.

I asked this question myself when I attended that Christian school. I received a strange look in return. "God is just God" they told me. "He isn't made out of anything. That's a pointless question." Of course I wasn't satisfied by this and continued asking questions and thinking.