So there should be some explanation as to how gravity came into existence. Or at least some theories.
One of the front runners for a theory is Supersymmetry:
Supersymmetry - Wikipedia
The idea (which I may be getting wrong since this is not my area of expertise) is that high energy of the singularity at the beginning of our universe allowed all the fundamental forces (electromagnetic, weak, strong, and gravity) to be a single force. As the energy spread out the symmetry between these forces broke down into what we see today. What is interesting is that scientists have had luck in uniting some of these forces, such as the electroweak force:
Inquiring Minds
It is thought that at very, very high energies that you can unite all of the forces as they would have been united at the beginning of the BB. At least that's the rough outline as I understand it.
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