During the beginning of time (some 4000000000 years before the Invasion of Zula), Atum slept in the primordial sea. When he awoke, he created land out of the sea. Atum molded himself into existance as a being on that land. He named the landmass "Zandon." Atum made 2 more landmasses and called this world "Caelum." He created Shu and Tefnut by splitting himself apart. Shu and tefnut created Geb and Nut who created Osiris, Isis, Set, and Nephthys. Another god, Ra, created creatures to inhabit the world over the course of 5000000 years.
You can find more info about the gods of this world here.