In the beginning...
Well, what happened in the beginning? The Gods must have come at some point, but even before them...

In the beginning, there was darkness.
That's good. A clean slate. Darkness, chaos, the ineffable nothing from which our something comes. And so it goes.

In the beginning, there was darkness. And from the darkness came the Goddess, and she was the sea.
There is always a goddess. Let's call her Neith. Or Tiamat, of the Sumerians. Or Hera, who some call Juno. Or even Rhea, or perhaps Frigg, who came to be known as Freya. The name hardly matters; only the fact that she is, unequivocally, a goddess.

And the Goddess who was the sea took of her waters of life, and from her lap sprang the Gods, formed and shaped in the primordial kiln of her divine womb.
But hold on. No birth without conception, right? We need Her consort, the Yang to her Yin. From light, shadow. From fire, heat. And from woman, man. One does not exist without the other.

So the Goddess turned to her husband, whose spear was majesty to behold and whose ejaculate filled the river beds and made them fertile and teeming with life, and she lay with him for six days and six nights. And the consort wielded the spear called Ajakarah, and which is the source of the lightning on the midnight sky, and he struck the Goddess and split her in two.
A nice touch, no? What better way to make life?

And from the wound came the Gods, whose names were written in the stars, and whose deeds would multiply as they themselves multiplied. And the Goddess held them to her breast and let them suckle, and she laid herself down upon the earth that she had shaped, and her Lover laid himself upon her and made the sky of his body. And as he worked in her, and the rivers flowed freely with his seed, so sprang forth from her waters the animals; and some took to their father and flew into the sky, and some took to their mother and hid in the bosom of her sea, and some took to neither, and walked upon the soil. And the Gods congregated around the Goddess and her Lover, and they found their purpose. And they themselves made children, and some became Gods, and some were sent to walk the earth and make children of their own.
Seeds that grow into new seeds. The perpetual cycle; the Goddess and her waters, the Consort and his spear. Nature, the great ouroboros.

But even as the Gods and the Children prospered, and the Goddess and her Consort rolled around each other in an endless embrace, so the Gods began to bicker as siblings do. And some fought, and some bore children, and from this bickering arose strife. From strife grew hatred, and soon the world shook and the Goddess roiled and writhed with the loss of her offspring, who has nursed at her bosom and whose names now fell like shooting stars to be extinguished. And the Consort stabbed, heedless of strife's anguish upon the Goddess, and from this rape crawled Man, who fled from the wrath of his father and the sorrow of his mother, and took as his dominion the clay and the grass and the animals that grazed there. And Man remembered his conception, and he took Woman and performed with her the acts that their parents had done, and as Woman was as much born from strife as Man, so their children bore the mark of their grandfather's perversion, and they found that their spears had great many uses. And the Gods congregated, and some raged at the mockery of Man upon their mother, and they sent terrible things to punish them. And others felt kinship with Man, and sent blessings to aid them. And so, Man grew, and he wore the skin of the animals, and he fed upon their flesh, and he lay with Woman in ways which made no children, but which made her cry and scream with great joy, so that Man knew that his was not the cruelty of his father's father. And thus, the world was made.

..but of course, that's just one interpretation of events.