I was reading a novel by Jack McDevitt and there was a throwaway line about "there is no universal law saying stars had to form" and it stuck with me and got me wondering, I did some googling but I couldn't find anything so I thought I'd ask here.

I understand that planets are a natural consequence of the gravity exerted by stars and galaxies are formed around blackholes (both simplified of course) and basically everything in the universe is one big pile of dominos falling down to create everything, but that line again is bugging me, just how did the first stars start to form in the early time after the big bang?

Is it something that would have always happened regardless because of the natural state of things or could the universe just been an empty collection of gas drifting in an endless void? Do we know? Or at least have a reasonable theory? Or am I just massively overthinking a line in a fiction book.