You’ve hit on the Great Dilemma of Mormonism. Who is the first God, and how did it all begin.
The Mormon answer is: You cannot understand eternity. The mind cannot comprehend it. EVERYTHING always existed - Our God did, the first God did, The Son did and we ALL did - at least in a Spiritual form. There is no clear cut answer about when the first God became a God, we have no answer to “first cause” in Mormonism, just as there is no answer to “first cause” in Christianity precisely BECAUSE it is so unfathomable to us mere humans.
I believe Mormons have no more difficulty believing that we all existed for eternity than we as Christians having belief that only God existed for eternity.....or at least that is what they would have you believe. Of course we know it is nonsense. IMO, Mormonism is much like the great wheel of reincarnation, where each soul keeps progressing with each new stage until finally becoming an enlightened being or a god.
Mormonism is not Christianity - it is something all together different.
PYR.