And clearly, the questions are completely valid. From the most basic "how did life start" to questions like in this article (where did mitochondrion come from?) ... it is very difficult to make sense of. The timescales involved are long, any evidence of the in-between steps is long gone, and simply the odds of these random things occuring would seem to be astronomical.
Taking even just the first premise in this article, that mitochondrion came about due to a cell ingesting another cell, I can see that occuring. Given enough cells, and enough time, I can see it happening repeatedly. I mean, putting a cell in a cell doesn't get you mitochondrion, but you can start with the idea. But how do all these separate isolated occurances, which have no impact on each other in the vast ocean or wherever it is assumed this was taking place, move to the next step?
One single one of those events, then somehow needs not only confer an advantage, but also have the ability then to recreate that "cell within a cell", and then over time that not only needs the survival advantage, it has to undergo further continuous refinement to where, what was a simple merger of two similar things, has become specific internal machinery doing things that confer advantages to the whole.
Just trying to imagine this occuring due to things literally bumping into each other in the ocean already makes my brain start thinking "there's no way". But it is billions of years, there's theoretically a lot of these "primative" cells everywhere, and I just accept that part as seemingly impossible, yet obviously wasn't. And this is all still to try to figure out how only the most basic stuff came about. When you start bringing in complex structures that have to orchestrate with other ones in order to function, it only becomes more difficult and confusing.
At the end of the day, it's obviously evolution. There's literally nothing else it can be. Even if you think it came in on an asteroid, it had to start somewhere. The only other option that I can think of is that none of it is real and the simulation we're living in is glossing over some important details! But I'll stick with evolution.
But it's still very mysterious, to the point it seems to border on the impossible.