Stars Have a Maximum Mass
The bigger a star is the faster it burns. This places the maximum mass of a star at about 150 times that of the Sun. Any more than this and it passes the Eddington limit meaning that it starts ejecting so much solar wind that the gases around it all get swept away preventing more mass from falling into it.
The only things in the universe more massive than 150 solar masses are blackholes.
In contrast, the smallest stars are about 0.07 solar masses meaning that even if your galaxy was made of tiny red dwarves, you'd get at most ~1243 stars... in practice a lot few than this since some will be much bigger than 0.07 solar masses and a lot of your mass will be unable to form stars.
Even Dwarf galaxies have between thousands and millions of stars; so, you're not even going to get a respectable dwarf galaxy out of one exploding star, much less millions of galaxies.
But they might have good reason to BELIEVE the universe originated from an exploding star
Depending on your civilization's tech level, it is possible that they have observed supernovas, but have never worked out the limits or properties of the strong force, or observed a black hole. If this is the case, then your civilization may wrongfully believe in a primordial super star going nova as an explanation for the expanding universe and Cosmic Background Radiation.
Or maybe they do have the science to prove the Big Bang was not a star, but some ancient document of great religious importance SAYS it was a star; so, there may be a theological element determined to "scientifically prove" the exploding star theory just like many scientists of the 20th century worked really hard to prove that the Earth was only a few thousand years old well past when it should have been obvious that it was not.
In this context, there are two scientific theories that could be reframed as evidence for an exploding "primordial star".
The big bang theory
While our own universe probably did not emerge from an exploding star per say, it is believed by many to have emerged from an explosion like event ~13.8 billion years ago called the big bang. There are a lot of different explanations for the big bang, but the most common understanding is that there was so much mass in one spot that the universe existed in an almost equilibrium of gravity. Infinity gravity to your left and infinity gravity to your right is like having no gravity at all; so, through a sort of cosmic buffer-overflow, the near-infinite mass "exploded" creating the ~200 billion galaxies in the observable universe... plus all the stuff we cant observe so well.
About 380,000 years after the Big Bang, hydrogen started to form allowing the first black-body radiation, and the whole universe began to glow a bright red-orange. While not necessarily a "star" in the traditional since, it would have from the outside looked like a giant Class-M star nearly 85 million light years across. So your civilization could simply describe this time of the universe as being like a massive star. For cultural or linguistic reasons, they may choose not to differentiate this state of the universe from what we today consider stars.
In order for superstring theory to work out, the 4 dimensions of space and time are practically infinite, but the other 6-7 dimensions appear to be relatively small and confined. One explanation of this is that as the universe expands, it is growing along the dimensions of space and time but contracting along the other dimensions, thus conserving its volume. If this is true, then it is possible that at the beginning of time, all of the dimensions were the same size which would have dramatically altered the physics of stars in the early universe. It could be that at the beginning of time, gravity was much much weaker or the Strong force was much much stronger which could have made a super-star of unimaginable size and mass a possibility.