This is one of the great mysteries in Science and I think it is more complicated than most people realize. Here are the basics as we currently understand them:
1. All life on Earth on a molecular scale works in almost the same identical way using almost identical processes, proteins, enzymes and other molecules such as DNA or RNA
2. These molecules are not simple, they are extremely large and complex. The notion that randomly mixing the right types of atoms will somehow produce the complex protein molecules of life is like suggesting that stirring up a kettle of sand, metal filings and dirt will spontaneously produce a computer.
3. Our study of the fossil record of ancient species and the DNA of extant species both show that all living things are connected in a "tree" structure that stretches back in time.
4. All living things come from other living things (as far as we know.) In other words, there is NO evidence anywhere in the world today (that has been found) of a process where a living thing can somehow arise from nonliving things, nor is there any fossil evidence of such a process happening in the past.
What this indicates is that the dawn of life was a singular event in Earth's history. Whether this was the emergence of some "thing" from deep inside the Earth, under the sea or outer space, we have no idea. At least not yet!