This enigma of where they came from makes them all the more scary. Up until the questionable introduction of the powerful Borg queen in Star Trek: First Contact, they appeared to be akin to a computer virus. They were not necessarily good or bad; they just followed the most logical route to achieve perfection, without fully understanding the consequences of their actions. The queen and her distinctiveness skewed this slightly, giving them a much more nefarious persona. Regardless of whether this was a good choice or not, they still never, despite the film featuring them as the main antagonists, fully fleshed out their origin story.
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Not only does the film not do this, but there is very little information to be found within canon. The biggest answers come from outside the official universe, usually from the books. Specifically, the Destiny trilogy of books by David Mack opens up an entirely new and exciting series of post-Nemesis storytelling. There is a lot of content and buildup to the Borg origin story, spanning books such as Resistance, Before Dishonor, and Greater Than the Sun. However, it pretty much starts with the Starfleet ship the Columbia being attacked by Romulans. The ship is heavily damaged, with their warp drive and long range communications offline, with no method of repair. Desperate, they crawl their way to a nearby star system and are greeted by a race of beings called the Caeliar.
The Caeliar are a reclusive race of highly advanced beings, who are suggested heavily to be some of the first sentient beings into the galaxy. They surpass anything the Federation has ever experienced before. Each and every member of their society is effectively immortal, having altered their biology to the point where their bodies are made out of something called catoms. The catoms are a form of programmable matter, similar to nanotechnology but far more advanced. This tech allows each member of their race to join together in an advanced hive mind, but one where they are still able to keep their own individual consciousness. They do this not only to power themselves and keep their bodies from deteriorating, but they have also found a way to harness omega particles, the very same particles the Borg are repeatedly obsessed with obtaining — a little foreshadowing going on here.
A lot more happens in the book, but the next most notable event is the accidental supernova of their home star. The city quickly evacuates, beginning calculations to escape using subspace corridors, as these beings have evolved far past the need for primitive warp drives. The Caeliar, being the good people they were, considered the safety of the crew of the Columbia to be paramount, and thus sent the ships containing the Starfleet officers first. In their rush to save them, however, they did this before the calculations were complete, and the ships were scattered across various different points in space and time. One of these ships, heavily damaged by the subspace corridor, crash-landed on a planet in the Delta quadrant, a few thousand years earlier.
Most perished during the crash, with only a few Caeliar and Starfleet officers surviving. The Caeliar found themselves in a tricky situation. Unable to generate the omega particles that powered the catoms they were made of, it would only be a matter of time until they died. Taking it in turns, one Caeliar after the other chooses to sacrifice themselves to give the remaining Caeliar an influx of catoms, until eventually there remained just one. Damaged and on the brink of death, the last of them became desperate, and approached the three surviving Starfleet crew members to broker a deal. She proposed that they merge together, harnessing their biological processes in order to power her catoms, and in return she would share all the knowledge she had, joining together as one hive mind. The officers refused, but in a desperate act of someone on the brink of death, she overpowered them. Thus, the first three Borg drones were formed.
Upon merging together, and forming the first stages of a primitive Borg collective, she does what the Borg do best and evaluates the minds of those she has assimilated. She decides that the scientist and engineer are the most useful to her, and that the poor tactical officer is expendable. She then orders her two drones to kill and consume their once friend in order for them to survive, and continue powering her catoms. They eventually come across others, natives to the planet, and assimilate them too, the first of many species to become victims of the Borg.
While this is all unofficial backstory for the Borg, it’s the best that can be provided with the little information audiences get through the main series of TV shows and movies. It seems that writers are afraid of giving the Borg any official origin story, fearful that anything they write might tarnish or take away from the fantastic villain they have in front of them. The mystery of the Borg is something that can be seemingly mined forever, as even the first and second seasons of Picard show. This said, the story given to readers by David Mack does justice to the Borg. It shows almost heartbreakingly how such an advanced civilization of morally good people can be broken, through fear as desperation, into becoming some of the most feared beings in science fiction history.
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