Coronaviruses exist in nature, circulate in nature, and evolve in nature. There is every reason to believe that SARS-CoV-2 came from nature just like all of the other coronaviruses. However, it can be difficult to trace every single coronavirus back to the intermediate and primary hosts. For example, it took quite a few years to find the primary host for SARS-CoV that emerged in 2003.
Spillover from mammalian host species into the human population is always going to be a risk. The only way to combat this is surveillance so we can catch the emergence of especially worrisome viral strains before they can be spread to the larger population.