You might as well be asking “where did the first cell come from”. The answer is we’re not entirely sure. We believe that the chemistry of life used to be based entirely on RNA rather that DNA, RNA, and proteins. This hypothesis is called the “RNA World” theory, and attempts to explain what preceeded the last common ancestor, which was a single cell that all life forms you have ever heard of on this planet are related to.
The best theories we have about the origins of life is that the first cells likely formed near thermal vents under ocean. This provided a source of chemical energy to power some of the reactions necessary to form some of the cellular building blocks, like catalytic RNA molecules.
Another reason we think life started around thermal vents is another feature all cell have in common: the use of proton gradients moving across a membrane as a source of electrochemical energy. Such high proton concentrations occur naturally near thermal vents, and any membrane that formed near it could harness this chemical source. This is the same method your mitochondria use to generate the ATP that keeps you alive.
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