Let's clear up some ideas about matter and energy.

There are many forms of matter. This includes molecules, the parts that make up molecules (atoms), the parts that make up atoms (subatomic particles: protons, neutrons, and electrons), the parts that make up subatomic particles, and so on. Hydrogen gas (H₂) is a simple molecule made up of two hydrogen atoms (H). When physicists talk about creating hydrogen, they might mean putting hydrogen atoms together to form hydrogen gas, or they might mean putting subatomic particles together to form hydrogen atoms, or maybe something even smaller. Either way, to "create" matter, you need to use matter. You can think of it as combining or rearranging matter.

To rearrange matter, you also need energy. There are two possible reasons for this. The first reason is that the product you're trying to create has more chemical energy. It takes some energy to bond atoms together, and an enormous amount of energy to bind protons and neutrons together. The second reason is that there might be an energy barrier. Sometimes you need to put in even more energy than the product will have, just to get the chemical reaction started.

There are many forms of energy. We just talked about chemical energy, which is energy stored in a chemical bond. This is an important form of potential energy. Then there is kinetic energy, which is energy that describes the motion of matter. Temperature is a way to measure the kinetic energy of a system (a group of matter), especially from the particles rotating, vibrating and bumping into each other. Heat is kinetic energy being transferred to different matter. So energy cannot cool. Instead, matter cools when you remove heat (kinetic energy) from it.

Okay, now for the Big Bang. The universe is a very large system made up of matter, and that matter has energy. In the beginning, most of that matter may have been particles smaller than atoms. These particles combined into ("created") atoms, hydrogen gas and other things, which took a lot of chemical energy. The particles took this out of their kinetic energy. Now, since the universe has less kinetic energy, its temperature went down (it cooled).

Remember that much of what we say about the Big Bang are theories. We can't know for sure exactly what happened at the beginning of the universe, but we can use all the knowledge we've built about chemistry and physics to make a good guess.