We don’t know for sure and probably never will, but we do know of a mechanism that could have done it, and we do know that it must have happened, so if it turns out that there are no other mechanisms, we can be pretty confident this is what did it. Unfortunately, explaining that mechanism is pretty difficult, but the basic idea is that there are certain types of organic molecules that can occur spontaneously (specifically, RNA, which is basically the precursor to DNA, and amino acids, which are the building block of proteins, the things that Do most of the Stuff in cells), and in certain arrangements, these can cause copies of each other to be produced. And that’s all a cell really is – RNA and proteins making copies of each other. The problem isn’t so much “how did this happen?” but more “This thing can happen, but how lucky did Earth get to be the place where it did?”
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