Bertrand Russell's problem is with what he think the First Cause argument is. He writes that it is "If everything must have a cause, then God must have a cause.", but it's more like "everything that has a beginning has a cause" or "every effect has a cause". The First Cause is not an effect, so the First Cause does not have a cause.

This is not an argument. If you're too lazy to argue don't refer us to a book.