Where did it come from? Nobody really knows. But here are some possible explanations:
Until a measurement is taken, a cat in a box is both alive and dead. It's like that with the Uncertainty Principle, but without the cat hair.
Learn more about Quantum Mechanics
When you observe something, you change it. Like when you look in the mirror and suddenly you're not as handsome as you thought you were.
Read about the Observer Effect
It's like trying to decide between eating pizza or sushi. You can't, so you just end up with both.