Heber C. Kimball teaches that our spirits were born and begotten by our Father and God before we took on our mortal bodies.
Heber C. Kimball, "Truth, Life, and Light—God Acts Through Agents—Obedience Produces Knowledge, Which Supersedes Faith— The Spirit of Man—Revelation and Obedience Thereto, Etc.," Journal of Discourses, 26 vols. (Liverpool: Asa Calkin, 1859), 6:31
Now, brethren, you have got a spirit in you, and that spirit was created and organized—was born and begotten by our Father and our God before we ever took these bodies; and these bodies were formed by him, and through him, and of him, just as much as the spirit was; for I will tell you, he commenced and brought forth spirits; and then, when he completed that work he commenced and brought forth tabernacles for those spirits to dwell in. I cam through him, both spirit and bod. God made the elements that they are made of, just as much as he made anything. Tell me the first thing that is made on earth that God did not organize and place here in this world. Not a thing.