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Nucleic acids and proteins are built mainly from hydrogen, oxygen, nitrogen and carbon atoms, which are among the commonest atoms in the Universe. They were certainly present in the atmosphere released by the volcanoes of the young Earth.
This atmosphere probably contained molecules such as methane, ammonia, carbon dioxide and water, but not oxygen molecules. Experiments show that energy such as lightning can create amino acids and bases out of these simpler molecules. They were washed down to Earth in the rain. There they were joined together to make nucleic acids and proteins, perhaps by being heated on the slopes of volcanoes, or on the ocean floor where hot rock rises from the Earth's mantle.

Life as we know it is a chemical system which needs both proteins and nucleic acids working closely together. But perhaps, before life began, there was some simpler system which just used one type of molecule. One idea is that nucleic acids stuck to clay. A chemical system might have begun which could grow and reproduce without the use of proteins. This type of theory is popular because nucleic acid sometimes acts like an enzyme in life today.
Perhaps later life began to use proteins as the workers, and these gradually took over all the jobs of life, leaving the nucleic acids as mainly the information carriers. Clay stopped being used, and modern life began.
We do not know whether this theory is correct. It raises many questions. How did those first nucleic acids form? How did they begin to use proteins? Was there a stage of life before nucleic acids, and what chemicals did it use? Is life common on other planets in the Universe, or did it only begin on Earth?
All traces of early life on Earth have long since been wiped out. One reason for exploring other planets is the hope that they will show us life at an early stage of formation. It is not clear when life began. We guess that it was soon after the meteorite era ended, about 4 billion years ago.

Could life exist on other planets? Our Milky Way Galaxy contains 200 billion stars. If even a small percentage of them have Earth-like planets, then our galaxy could contain many Earth-like planets. Some of them, perhaps, are at just the right distance from their star to be warmed to lukewarm temperatures where the water could be in liquid form and perhaps life could flourish once it had begun. Of these, some must have circular orbit (like the Earth) rather than the more common oval (elliptical) orbit.
But since we do not know how life began, we cannot say how probable it is that it could begin on these other planets.

The origin of life, together with the origin of the macrocosmos, are the two great unanswered questions in this whole story.