Einstein's equation E = mc2 is often said to mean that energy can be converted into matter. More accurately, energy can be converted to matter and antimatter.
During the first moments of the Big Bang, the universe was smaller, hotter and energy was everywhere. As the universe expanded and cooled, the energy converted into matter and antimatter. According to our best understanding, these two substances should have been created in equal quantities. However when we look out into the cosmos we see only matter and no antimatter.
The absence of antimatter is one of the Big Mysteries of modern physics. In this video, Fermilab's Dr. Don Lincoln explains the problem, although doesn't answer it. The answer, as in all Big Mysteries, is still unknown and one of the leading research topics of contemporary science.