The recorded history of Westeros extends back over 12,500 years, according to tradition, though the accuracy of the legends and myths that recount much of this history is openly questioned by the maesters of the Citadel, amongst others.
As with real-life medieval cultures, the people that inhabit the known world that the continents of Westeros, Essos, and Sothoryos are located in do not possess objective knowledge about how their world was created. This is in contrast with J.R.R. Tolkien's Middle-earth legendarium, in which characters actually did meet their gods or angelic beings and knew the full history of their world. In the fantasy world Westeros is set in, civilization just gradually coalesced from the hunter-gatherer level, as in real-life. Many different cultures have their own theories about how the world began and how the human race came to be, usually tied to which religion they practice. Different religions offer drastically different theories on how the world was created. Even more simple "cultural traditions" and oral histories have much to say on the subject, but no hard evidence. Some of these oral traditions are known to be simply wrong: the Dothraki believe that the first man came into being one thousand years ago, when even the written histories of other continuous civilizations stretch back five to six thousand years.