Currently we have no confirmations or theories regarding the nature of the Clicker and its origin.It is known that Alan Wake's mom gave it to him as a child to keep his nightmares away, but it is unlikely that the OOP Clicker is the same lamp switch from his childhood.There seem to be 2 plausible explanations:

1. The Clicker was created somehow by Alan Wake, this is why it bears the appearance of something important and symbolic to him.
2. This is something I recently had a thought about: Maybe the Clicker is around for a long time and it is just changing the appearance, based on the current user.

We already saw something similar in Control, specifically - The Oldest House and the Service Weapon. They were heavily implied to be existing for a long time and that their form was changed throughout the history by the means of human mass conscious. If today their form is a brutalism-styled corporate building and a handgun (what most people have in their mind when encountered with similar concepts), then at some point in past they could have had a form of a castle and a spear, for example, because back then people had imagined this.So, if we imagine this theory to be true, then there exist objects in the Remedy universe, which change their appearance based on human conscious, but their overall purpose remains the same. What if the Clicker is the same?

Evidence 1: Lyrics of the Herald of Darkness. There are several interesting lines in the song, which establish a connection between a "torch" and a "light switch". This could very well just be a comparison of a normal torch and a light switch as something to "push back the darkness with light", but still sounds interesting.

Fighting the nightmares, torch and a light switch...

Still he's the torch-bearer, and it couldn't be much clearer

Evidence 2: The Torchbearers. We know that there were a group of people, who fought the Taken and the Dark Presence, before completely disappearing at some point (before 2013). As this is highly unlikely, that the group existed for a mere 3 years, this means there were likely active even before Alan arrived to Cauldron Lake for the first time and found the Clicker. But what would they use to banish the Taken, if the Clicker was presumably in the possession of Cynthia? We know for a fact from the Alan Wake 2 that when the Cult of the Tree didn't use the Clicker on Nightingale he returned as a Taken, so it is likely that some sort of light OOP must be used to fully banish them, so Torchbearers should have had at least something.

Based on these two evidences, I am proposing a theory that:

TL;DR The Clicker as an OOP was around how quite a long time and is changing appearance based on the user(s). Prior to Alan Wake it looked like a torch and was used by the Torchbearers to fight the Dark Presence and the Taken. Probably it changed the appearance and appeared in the Cynthia's shoebox due to someone's influence from the Dark Place (Alan himself or Zane, if there are not the same person).

Even if I am wrong, I am just having fun writing about smth