Tolkien's Middle-earth legendarium, in which characters actually did meet their gods or angelic beings and knew the full history of their world.
Different religions offer drastically different theories on how the world was created.
The recorded history of Westeros extends back over 12,000 years, according to tradition, though the accuracy of the legends and myths that recount much of this history is openly questioned by the maesters of the Citadel, amongst others. In the fantasy world in which Westeros is set, civilization just gradually coalesced from the hunter-gatherer level, as in real-life.
As with real-life medieval cultures, the people who inhabit the known world in which the continents of Westeros, Essos, and Sothoryos are located do not possess objective knowledge about how their world was created. Many different cultures have their own theories about how the world began and how the human race came to be, usually tied to which religion they practice.
Many of the events before 6,000 years ago in Westeros, during the Age of Heroes, are half-legendary, and some of the more fanciful tales of these times probably have little basis in reality.
Still, all legends and oral histories may have some kernel of truth behind them. Martin himself, is that as the saying goes, history tends to be written by the victors.
The earliest written histories date back to about 6,000 years ago, when the Andals first introduced writing to Westeros.