How life began is one of many significant stumbling-blocks to
the credibility of Naturalism. In Darwin’s time (when basic forms of life were thought to be relatively simple) Naturalism seemed more viable but now that we’re beginning to understand how remarkable “simple” life-forms (like single-celled organisms) really are, Naturalism looks less tenable.
To put it bluntly, there is currently no good naturalistic theory (let alone evidence) of how life could have begun naturally.
Prof. Richard Dawkins, for example, speculates that some kind of “self-replicating molecule” might have preceded life but, when asked how something as breathtakingly complex as a self-replicating molecule could have originated naturally, frankly acknowledges “we don't know” (quote taken from an interview with Ben Stein).
Some scientists argue (as I believe) that the immense complexity of life points more naturally to an intelligent origin, rather than a natural one (see On Scientific Naturalism #3). Whatever the answer, the origin of life clearly remains something which can't be accounted for naturally.
For a powerful (and strangely moving) glimpse of just how complex life really is, see the short video above depicting the inner workings of a single human cell.