In the His Dark Materials trilogy, each person in Lyra's world has a daemon, which seems to be a part of their soul. Where do these daemons come from? Are they birthed by other daemons or do they appear spontaneously when a human baby is born?
A daemon is part of a person's soul. While I have no proof from the books here, it seems pretty obvious that they just appear when the baby is born. Consider the case of people in worlds where daemons are not physical forms, like Will. his daemon is born within him, as part of him, and only later manifests itself. So it seems only logical that they are born at the same time as the rest of them. Think of human and daemon as one being, not two.