I mean, as a matter of fact, to complain legitimately, you need to be unhappy.
As to where they come from, I assume the same place than you. See, when a daddy and a mommy love each other very much, they make a new person sometimes. It's a complicated process, ask your parent. All the new person (usually called baby at birth), are built inside their mum's belly.
Anyway, hope that helps.
Oh and don't google "how to make babies" on internet, trust me, ask your parents instead.