Matter and Energy are interconvertible (proven by the famous formula E=mc2). So maybe they are two forms of the same concept.
In nuclear fusion (which happens on a star) for example, two hydrogen atoms fuse to form a helium atom. The mass of the helium atom is less than the sum of the masses of the two hydrogen atoms.The mass which is lost is converted to energy the quantity of which can be easily calculated by the formula E=mc2

Big Bang

If mass can be converted to energy, lets intuitively assume that energy can be converted to matter, which probably happened during the 'Big Bang'.

String theory speculates that matter is formed of vibrating strings of energy. Strings or not, once again let's assume that matter is formed by some configuration or state of energy.

img courtesy: Wikipedia

Elementary particles were the first to form from energy.The above image shows the elementary particles which have been discovered.There might be ones which are not yet discovered.
In the list, make special note of quarks because they combine in different configurations to form protons and neutrons. Also note gluons (let's call them sticky particles) which are elementary particles that act as 'exchange particles' for the strong force between quarks.
Please note that electron by itself is an elementary particle (which means that it cannot be subdivided into further smaller particles).
Protons, neutrons etc are composite particles or Hadrons which are formed by combination of elementary particles. For eg, a proton is formed by the joining of three quarks held together by the force of sticky elementary particles called gluons.

Okay. Let's revisit the events following the Big Bang

Elementary particles combined to form hadrons like protons and neutrons.

Formation of the first nuclei of atoms (primordial nucleosynthesis) happened 10 seconds to 20 minutes after Big Bang.

The first nucleus formed was hydrogen (hydrogen-1 which is a hadron with just one proton) and later some of these fused to form helium along with trace amounts of lithium and beryllium. After that, the universe in it's state of continuous expansion , got cooled to a temperature in which fusion was no longer possible.

Universe then was comprised of gases (mostly Hydrogen, some Helium and traces of other elements as said before.), and a lot of cosmic radiation.

Certain parts of these heterogenous gas filled universe began forming huge gaseous clouds and parts of these gaseous clouds began to undergo gravitational collapse.

These collapsing clouds began releasing their gravitational potential energy as heat and the core of these structures attained high enough temperatures for nuclear fusion to restart. Thereby the first star was born.
Even now, at different parts of the universe, new stars are being born by the same principle of gravitational collapse of gaseous clouds called nebulae which are comprised of gases and cosmic dust.

When it comes to stars, size matters. Stars have different life cycles based on their size

This is due to the fact that bigger the star, the higher the temperature it attains due to the simple fact that more mass means release of more gravitational potential energy and higher the temperature in the star gets.
Different temperatures initiated different kinds of fusion reactions in stars forming newer and heavier elements. This is called stellar nucleosynthesis or formation of new nuclei in stars. New nuclei essentially means new elements.

img courtesy : Wikipedia

From the above illustration, it's evident that heavier elements were synthesized from heavier stars or even exploding stars (supernovae) with higher temperatures inside them.

The cosmic dust left behind following the formation of stars sometimes undergo a process known as accretion (simply said, they collide and stick together) and form bodies called planetesimals. These planetesimals collide with each other undergo gravitational collapse and form moon sized planetary embryos called protoplanets. Finally, over 10-100 billion years, these planetary embryos collide to form planets.

The story now moves on to a medium sized star now called the Sun and a terrestrial planet which formed around it called the Earth

To be contd..