In the book Magician's Gambit, the 3rd book of The Belgariad, they come across a boy whom they name Errand. Who was he really, and where did he come from?
It sounds like you haven't read the Malloreon, the sequel series. Errand is explored a lot more in that series, and in the two followup books about Belgarath and Polgara, which are stories set after the end of the Malloreon, where they talk about their personal histories. I'd very strongly recommend you read those books, as they really are as good as the first series, if not better.
I'll mark this with spoiler tags, as it would kind of ruin the reading of the Malloreon to know this stuff going in. It's been a year or two since I last read the books, so I apologise if the details are a bit fuzzy.
The prophecies, and the killing or Torak, are all a buildup to fixing a great cosmic accident, which happened millions of years ago, millions of light years away. As a result of the accident, Torak was born as one of the 7 gods, which was never meant to happen. When Belgarion killed Torak, he was clearing out the old mistake, and leaving the path open for the originally intended God of the Angaraks to step forward: Errand (or as UL gives him his true name: Eriond). Errand's role in stealing the Orb was essentially to move the prophecy forward, so that Torak could be killed and he could become the God of the Angaraks. However, Errand himself is ignorant of most of this until most of the way through the Malloreon.
So that's who Errand really is. As to his origins and where he came from, Zedar's story about finding him in a city he can't remember is the truth. This is the first memory Errand has. Belgarath and Beldin theorise that Errand was brought into being specifically so that Zedar could find him, and the prophecies deliberately made Zedar's memory of the incident fuzzy. As such, we never explicitly find out exactly where Errand came from, but we do know that the Gods and/or the Light Prophecy had a hand in his creation. His origin certainly isn't a natural one.