As for the MCU, the story goes (explained in full in an exposition-heavy scene in Guardians of the Galaxy) that six entities existed before the universe even came into being (try getting your head around that one) and, after The Big Bang, the entities transformed into the six Infinity Stones, one for every fundamental aspect of the universe. Okay, slightly less weird, but still fantastically silly. (Source)
I'm wondering what material are Infinity Stones made of. Was that ever mentioned in comics?