We know that the Stormlight Archive is set in the cosmere, where the shards of Adonalsium exist. He know that with a shard (or at least with a combination of shards) a shardholder can create a world (like Ruin and Preservation did in mistborn). But in the WoK there is a belief that before arriving on Roshar (which was created by the Almighty) the people came from the Tranquiline Halls.
My theory is this: that whatever place existed before the shattering of Adonalsium is basically the Tranquiline Halls. We know that humans must have existed before the shattering, as those that inherited the shards are human. I have also read people's theories about how they believe that whatever world it was that Hoid and the Shardholders came from may have been destroyed by the shattering, or possibly a war between shardholders that would have inevitably followed (and i guess is still going considering Odium's actions. Considering the theology that the people were kicked out of the Tranquiline Halls by the voidbringers I am more inclined to believe that some war initiated by Odium was probably the reason for the mass exodus (and likely distruction) from the old world.
Anyway, however it happened, when the old world was destroyed, the shards separated, looking to establish their own worlds (usually in groups of two or three). Ruin and Preservation created their own humans, based on the design of the old world, while the Almighty (possibly along with cultivation) saved some humans from the old world (the Tranquiline Halls) and established on Roshar. To me this makes sense, and would be a good base to establish a whole religion around.
What are your thoughts?