This sounds like "The Last Answer" by Isaac Asimov. (Not to be confused with his better-known "The Last Question".)
From the Wikipedia summary:
In the story, an atheist physicist, Murray Templeton, dies of a heart attack and is greeted by a being of supposedly infinite knowledge. [...] Templeton discovers that the Voice (in a classic counterargument to the logical regression of the First Cause argument for the existence of god) has no knowledge of his own creation. Templeton realizes that this, in turn, suggests he has no knowledge of his own destruction, and concludes that the only vengeance for this tyranny is also the ultimate vengeance, and resolves to destroy the Voice.
At this epiphany and decision, the Voice reflects satisfaction, thinking that Templeton reached this conclusion rather faster than most of the countless beings currently trapped in the same condition, implying that the one thing the Voice truly wishes to learn from his thralls is the method by which he can be destroyed.
