The water itself comes from precipitation; rain, hail, sleet and snow, for example. This either flows directly into the river or forms ice at higher elevations which slowly melts and feeds into the river.
Precipitation starts from evaporation; typically water from the ocean evaporates into water vapour and floats into the sky (although water can also evaporate from rivers, lakes or anywhere else water is exposed to the air).
The Yangtze, however, is complicated. The “source” (or “start” of the river) is debatable. To make matters worse, it’s actually composed of several smaller rivers (or tributaries) that ultimately combine to form the Yangtze that we know. For the purposes of this answer, I’ll use the Geladangdong source. This is the end point of a glacier, which feeds meltwater into a tributary which ultimately becomes the Yangtze River.
It’s all rain, or snow!
Rain falls across the land and flows down hill. It collects first into tiny rivulets, then into streams and creeks, and then into rivers which can merge with each other.
The same with snow, as it melts.
The region of land that collects all of the water into a particular river is refered to as that rivers “watershed”, because that land is shedding water into it.
Rivers have a source. These typically start in higher elevations and are fed from melting snow/ice and rain. It could be a lake or stream or the like. The tributaries (streams or smaller rivers) combine and create larger rivers. The Yangtze’s source is tributaries in the Tibetan Plateu fed by glaciers melting and snow melts.
Rain, snowmelt, lakes, and springs.
With rain and melting snow, the water falls from the sky, flows downhill, and because of how hills work the water aggregates into tiny streams. Some also absorbs into the ground and is taken up by plants, but that’s not the focus right now. The streams join up into creeks which become increasibgly larger rivers as they join. Basically, a river starts wherever the cartographer decides he wants to stop drawing branching streams, and where those paths usually conjoin. The Yangtze, which you asked to use as an example, is formed this way from snowmelt in the Quinghai mountains in Tibet.
Lakes can start rivers too by basically overflowing their banks or if a bank gives way. Water takes the easiest path downhill from there. Lakes are (usually) fed by rivers though so this might not count.
Springs are where water from the groundwater breaches the surface. These usually form small ponds with no apparent source before overcoming their banks and making creeks/streams/rivers depending on just how much water is coming out.
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