God is the uncaused cause of all causes. Since He is eternal, He is uncaused. He has no beginning, therefore He was not created. Since the universe was created, it has a beginning and will have an ending, so it has a cause and that cause is God. Further, all things which happen within the universe are caused by God alone. Even the actions of your body as you read this are not caused by you, they are caused by material nature, which is working under the order of the Supreme Lord.
Bhagavad-Gita Ch. 5 Text 10:
"A person in divine consciousness, although engaged in seeing, hearing, touching, smelling, eating, moving about, sleeping, and breathing, always knows within himself that he actually does nothing at all. Because while speaking, evacuating, receiving, opening or closing his eyes, he always knows that only the material senses are engaged with their objects and that he is aloof from them."
So as you are walking down the street, think about the fact that your consciousness is separate from the actions of your body. Your body will work on autopilot because *YOU* are actually not doing anything. *You* are a sub-atomic spark of spiritual energy floating in your body exuding consciousness throughout it. *You* are different from your body, and the actions of your body are being carried out by material nature. The Self is the soul, and the soul is different from the body. So when you refer to your "Self", remember that your "Self" is not your body or your mind, but your soul, and your soul is eternally connected to the Supersoul, God.