This is not an original question. Humans have been asking it forever, along with: Where did we come from? Where are we going? What happens when we die? I've been wondering about these questions since I asked my first grade teacher: Why are we here?
Hindus have a beautiful way of answering. We're here to awaken and realize we are infinite, eternal beings and it is this human life which is unreal. When someone's body dies they often say something like: "Lead us from the unreal to the real, from darkness to light, from death to eternal life." I love this. If waking reality is unreal, a simulation, an experience in consciousness, then what is real must be consciousness itself, awareness itself.
We know from out of body experiences that our consciousness isn't in our body or even attached to it. Anyone who has had an out of body experience and seen their body lying there, apart from them, can attest to this. So what is our consciousness then? And where does it come from?
In the Bhagavad Vita Krishna explains to Arjuna that it is the one, eternal, infinite, imperishable, formless, timeless, spaceless, indestructible Presence and we are all it. We are all One in a field of awareness, one quantum conscious field. We're all entangled in this infinite field whether we are manifest in a body or not.
If true reality is consciousness, then what is death? Deepak Chopra offers an answer to this question about death: "What happens when we die? Nothing happens because we never left home." When we no longer have a physical body our awareness shifts away from the world of form. We're no longer focusing there. One could say physical death is a shift in awareness from the world of form to the formless realm. But always there is consciousness. Everything is happening in consciousness.
Perhaps this is what Noble Prize winning physicist Erwin Schroedinger meant when he said, "The number of minds in the universe is One." Everything is happening in this One mind, this Consciousness, which is nowhere and everywhere. It is spaceless, timeless, formless, imperishable and infinite.
So then. Where did we come from? Maybe we didn't come from anywhere. Maybe we've always been in the One field and our experience of a physical existence is an activity in Consciousness. We're evolving in consciousness using our free will. Vedanta tells us that the nature of the One Consciousness is compassion, love. We are creators in the field, creating what we perceive. And we can create majestic or terrifying worlds as we mind travel in Infinite Consciousness.