From the same place the first gcc binary came from.
The first make was created probably using a shell script to do the build. After that, make would "make" itself.
It's a notable achievement in systems development when the platform becomes "self-hosting". That is the platform can build itself.
Things like "make make" and "gcc gcc.c".
Many language writers will create their language in another language (say, C) and when they have moved it far enough along, they will use that original bootstrap compiler to write a new compiler in the original language. Finally, they discard the original.
Back in the day, a friend was working on a debugger for OS/2, notable for being a multi-tasking operating system at the time. And he would regale about the times when they would be debugging the debugger, and find a bug. So, they would debug the debugger debugging the debugger. It's a novel concept and goes to the heart of computing and abstraction.
Inevitably, it all boils back to when someone keyed in something through a hardwire key pad or some other switches to get an initial program loaded. Then they leveraged that program to do other work, and it all just grows from there.