Something that I have always wondered is what the etymologies of Latin and Greek words are? I mean they must have come from somewhere right?

Yes, they did. All words in all languages came from somewhere. In the case of Greek and Latin (as well as a bunch more Indo-European languages) they come from a hypothetically reconstructed proto-language called Proto-Indo-European. The comparative-historical method (in linguistics) is a process by which words (or roots) in a proto-language can be reconstructed by comparing historical and current languages in a language family.

Ceci n'est pas un seing.