You've hit on the most difficult question in evolutionary biology, and it would take a book to summarize some of the ideas. Since we have no fossil data to guide our thinking, we are forced to rely on some clever experiments involving heating mixtures of simple chemicals that were very likely to be found in the early pre-biotic oceans. A creative graduate student named Stanley Miller .
Amino acids are the building blocks of proteins, the most important biomolecules.
Proteinoids actually have some weak enzymatic activities, stimulating chemical reactions needed for cell metabolism. Cell-like blobs called microspheres have been produced by boiling a mixture of lipids and proteinoids. Also, RNA molecules can be made from individual bases by first attaching to and lining up along the flat, organized crystals of clay minerals.