Pretty much correct. So given that energy is the ability to perform work, this suggests that the amount of energy something has is dependent on the state of each system, as in the placement of the particles and their respective velocities, charges, etc. For example a falling rock of 0.1 kg will do far less work (and thus have less energy) than a rock of 10 kg that falls at the same speed. However, falling rocks are either lifted up there, requiring work and energy, or they already existed previously.
The ultimate answer to your question is twofold. First, the creation or birth or whatever you want to call it of the universe is one possible way to create energy (maybe). Unless it has always existed of course, in which case energy has always existed as well. The second thing is that conservation of energy does NOT apply on the cosmological scale, which is where we get into talking about the universe as a whole. Consider this. Galaxies not bound to us are moving away from us. This causes a redshift in their light that reaches us. Now, unlike a moving light bulb here on Earth, these galaxies are NOT moving towards anything else, from their frame of reference all other galaxies are moving away from them as well, thus their light is completely redshifted in all directions. This means that all of the light that is sent out is losing energy from redshift. So conservation of energy does not apply to the universe as a whole, but only to local areas.
