Once upon a time, there was only the Elemental Chaos and the Astral Sea.
Nobody’s sure how these came about, because this happened before all mortal or immortal life.
In the former arose the Primordials, the embodiments of Chaos.
In the latter arose the Astral Sea’s version of the Primordials: the Gods.
Eventually, the Primordials wanted to create something altogether new. They took some of the infinite stuff of the Elemental Chaos and crafted the elements into a great, spherical world – the Mortal World in its earliest form was born, then still just as hostile and chaotic as the Elemental Chaos itself. The Primordials further stripped away the brightest parts of the world, and the darkest shadows of the world, and cast them aside. The brightest parts gathered together and became the Feywild, and the darkest parts became the Shadowfell.
Later, the Gods would take notice of this experiment. They visited the Mortal World and stabilised it, separating it into seas and land masses, and sprinkling it with life, making it what we know now. The Primordials eventually discovered this, found their work of art desecrated with Astral life and stability, and wished to return it to the chaotic thing it was before. Thus the Dawn War was fought between the Gods and Primordials over the fate of the World. The Gods won, and the Primordials who survived the conflict were imprisoned or scattered far throughout the Elemental Chaos.