It has briefly been touched on once or twice. No one has really delved into the issue much. My character personally believes that there really was never a time before the Stars existed. They we're always there in the sky, and they always will be in the sky. There never was a "before".
And again touching on the generic religion side of things, does it really matter? We're talking about a game here, not theological dissertations. Does it matter if your in game religion is something that can be studied by cultural anthropologists? First and foremost, it has to be fun for the players. And from what I can see, SA is amazingly successful at that. Even if we don't have a legend that explains how the world was created. (That none cares about, and probably doesn't even know exists anyway.)
