This is taken directly from the Sept. 2008 Matruvani (Amma's magazine out of her India ashram).
"During the [Los Angeles June 2008] retreat Q&A, a 12-year-old boy asked, 'Amma, you tell us that we are born again and again as a result of our karma. But what about the very first time we were born? There was no karma then, so why were we born?' Amma smiled at the boy and said in a conspiratorial whisper, 'You were never born, my son. This is just a dream, a very long dream..."