The in-universe origins of Wario have never been explored in the games. We know that he's Mario's rival but where exactly did he come from?
In the 1/1993 issue of the official German Club Nintendo magazine featured a comic entitled "Super Mario: Die Verwandlung" which translates to "Super Mario: The transformation". In it after having a nightmare, Mario looks in the mirror and notices he appears quite abnormal and pixelated. He vists his GP who is Dr. Light from the Mega Man series who believes that duplicating Mario and merging him back would cure him. The experiment fails where instead of a second Mario, Wario appears. Wario escapes and causes havoc however he is soon captured and later merged back into Mario.
The comic has been uploaded online and can be downloaded from here:
http://www.classic-zone.de/download.php?id=120
More comics which were published in Club Nintendo magazine can be found here:
http://www.classic-zone.de/comics.php
Many of the comics featured cross-overs from other characters including Mega Man, Link, Street Fighter and Kirby. Whilst they were all officially licensed by Nintendo, like the many other comics, game books and tv series, these comics have never been acknowledged by Nintendo.
This was of course not the only explanation given to Wario's past. In one story of the comic series Super Mario Adventures published in issue #44 of Nintendo Power magazine in 1993 titled "Mario vs. Wario" showed as kids Mario and Wario were friends however Wario was always in trouble when playing with Mario which he then blamed him for his unluckines.
The entire comic story can be found here:
http://web.archive.org/web/2003062602465..._comic.pdf
In another comic featured in the German Club Nintendo magazine titled "Warios Weihnachtsmärchen" (which translates to Wario's Christmas Tale) which is a parody of A Christmas Carol, has Toad as the Ghost of Past showing Wario's childhood where as a kid Wario again was always unlucky compared to Mario.
The comic can be found to download here:
http://www.classic-zone.de/download.php?id=307
Also recently Wario appeared as a baby along with Mario, Luigi, Peach and Donkey Kong in Yoshi's Island DS.