There have been life on Earth for so long that continental shift have deleted any possible archeological evidence of the first life. And when we look at common things in all life it is quite a bit of things common which suggest that any alternative early lifeforms have gone extinct. So we do not know how life first formed. When we try replicating the early conditions on Earth, heat, lightning, carbon dioxide, nitrates, ammonia, etc. we do see some of the basic building blocks like amino acids, fats, nucleic acids and even some cell membrane looking things. But we have not been able to find the right combination to create actual replicating life, although with more time this should theoretically be possible.
One popular theory, although without much evidence to it, is called panspermia. The theory is that life evolved somewhere else first. We know Mars had more life friendly environment then Earth in the early solar system, maybe as much as a billion years before Earth. But life might have evolved on a planet in a different solar system or even a different galaxy. A big enough meteor impact on this planet could have thrown up a large chunk of rock with microorganisms on it and this rock could have eventually impacted Earth. The microorganisms might have survived this and started colonizing Earth. We are looking for evidence of this theory but so far there is little to suggest that life did not originate on Earth.
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