question about Tyler (spoiler)

Rating: 10/10 (29 August 2005)

This may have been discussed already, but I am a little confused about the formation of Tyler as an alter ego.
When the narrator begins his habit of going to group therapy, it is then that he begins to "sleep like a baby". As he is sleeping, is this when he creates Tyler? That is to say he only believes he is sleeping when actually Tyler is out making soap, doing his night jobs, and so on.
Or is it that Tyler has existed for a long time prior to his therapy sessions, and the narrator is just unaware of him until he meets him on the plane in the form of a hallucination?
I guess my interpretation would be the first scenario, but I am not sure. What do you all think?