In the vedic scriptures you can find answers that are good to know. Where do we come from? Clear statement we can find also in the purports of the mantras 16. and 17. of the Śrī Īśopaniṣad given bei A.C. Bhaktivedanta Swami. That is a standard book and all Vaishnavas and truth-seeker should have read it and accept the philosophical points.
(from mantra 16.)
The all-pervading feature of the Lord – which exists in all circumstances of waking and sleeping as well as in potential states and from which the jīva-śakti (living force) is generated as both conditioned and liberated souls – is known as Brahman.