We have recreated the conditions that predate life and found that organic molecules were formed, but we’ve never observed the leap from organic molecules to organic life. So the best we can do barring the invention of a time machine is look for life elsewhere from Earth to try to fill in the blanks.
How were the continents a long time ago. Like Pangaea and before. Yes, we have good understanding of the continents before Pangaea.
How did bird evolve? [spoiler alert] They are small dinosaurs!
How is the center of the Sun? [I'm not sure that this falls in the original meaning of “We weren’t there. We didn’t observe it.”, but it is included in the literal meaning.] In some books of 100 years ago you can find weird explanations about the origin of the energy of the Sun.
Why the time of and orbit of Pluto is 3/2 of the time of the orbit of Neptune? Was this also true in the origin of the Solar system?
Where does the Moon comes from? [Weird story, hope you already know it.]
Most of this things were discovered in the last 100 years. I'm missing a few that were discovered before and are so mixed in the popular culture that it is impossible to imagine that thy were unknown before.
We still don't know how the first life form appeared, and I think we are cueless for now. We don't even know if they[we?] used ADN, ARN or something else. [ARN looks nice]. Did they get the energy "eating" organic molecules, from some H2, or something else? Protein-first or membrane-first?
We will never observe a leap from organic molecules to organic life, because (probably) there is no leap and because it (probably) takes too much time. The plan is to understand a few key steps, reduce the huge leap to a dozen of small steps, perhaps with substeps. Hopefully try to simulate the substeps in the laboratory, experimentally or by computer, and be sure that the path is correct enough. I hope that one century is enough, but perhaps I'm too optimistic.
The answer to “We weren’t there. We didn’t observe it.” is: We don't know ... for now, but it never stopped us in past to know a few amazing thing, so we are optimistic.