Why immaterial?

I have been thinking. It seems that there is something fundamentally odd (perhaps, just plain wrong) with postulating an immaterial (and supernatural) entity as the creator of the universe.

I'm not exactly sure but the reason for adding such a property goes something like this: The universe (in its current state) is an effect whose cause is traced back to the Big Bang. No matter how science may attempt to explain using natural/material causes, it will eventually run into the problem that the cause must itself have been an effect. Thus it would only just add one more step to the regress.

The solution (in their opinion) is to postulate an immaterial (and/or supernatural, I don't think the distinction matters too much) agent (ie, god) to end the regress. Thus, it is also called the uncaused cause. Other properties that comes along include eternal and intelligent.

But I think it is just odd.

How does postulating an immaterial entity supposed to solve anything?

In fact, couldn't an immaterial cause be itself an immaterial effect and thus be no solution at all?

If the solution lies in the property of being eternal, why can't the cause be material?

Perhaps I'm just missing something and this post is just brain diarrhea.