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According to Hesiod's Theogony, at first there was Chaos; from Chaos came Eros and Tartarus, Erebus and Aether; from Aether came Gaia; and from Gaia came Uranus, Ourea and Pontus.

Who created Chaos? How did Chaos create its children?

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Chaos is the primeval void, the starting point in Hesiod's theogony. No one created it, it just came to be:

Tell how at the first gods and earth came to be, and rivers, and the boundless sea with its raging swell, and the gleaming stars, and the wide heaven above, and the gods who were born of them, givers of good things, and how they divided their wealth, and how they shared their honors amongst them, and also how at the first they took many-folded Olympus. These things declare to me from the beginning, you Muses who dwell in the house of Olympus, and tell me which of them first came to be. In truth at first Chaos came to be, but next wide-bosomed Earth, the ever-sure foundation of all the deathless ones who hold the peaks of snowy Olympus, and dim Tartarus in the depth of the wide-pathed Earth, and Eros (Love), fairest among the deathless gods, who unnerves the limbs and overcomes the mind and wise counsels of all gods and all men within them. From Chaos came forth Erebus and black Night; but of Night were born Aether and Day, whom she conceived and bore from union in love with Erebus.

Hes. Th. 116

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In Orphic cosmogony, which is a somewhat more esoteric version of the mainstream Olympian accounts, Khaos [Chaos] emerged from or was given birth by a being named Aion [Aeon], who is mentioned by Quintus of Smyrna and Nonnus of Panopolis. In modern English, Aion is very frequently translated "Eternity," even though this not really what the word originally meant. At first it denoted a "Lifespan" (the lifespan of anything, whether of something long-lived like a tribe of people or an empire; or of something as short-lived as a housefly [= about one month]). It eventually came to embody the concept of time that is bigger than ordinary linear chronology as experienced by mortals and eventually into what we think of today as "Eternity," even though Latin Æternitas actually doesn't mean "time without end" either (but that's another story).

Nonnus also mentions another entity named Khronos [Chronus, "Time"], who is often conflated/confounded with the Titan Kronos (such as in Cicero's De natura deorum). Aaron Atsma, on his website The Theoi Project, identifies Khronos with Aion.

The manner in which Khaos engendered his/her/its offspring is not explained but it should be safe to assume that it is not quite unlike how Gaia [Earth] and Nyx [Night] produced a few different broods of offspring "without the assistance of male seed." The idea, right or wrong, might be, as with modern concepts like the Big Bang theory, that the universe began in an extremely energetic and "pregnant" state, almost like whatever was there at first could not help but produce numerous lifeforms in order to exert or exercise its energies.

On the other hand, however, the Khaos passage in Hesiod's Theogony has been interpreted by some, like Atsma, to be saying, not that Khaos gave birth to the first entities, rather that Khaos just happened to be the very first entity to exist (at least in this universe) and then others, such as Nyx and Gaia, also emerged of the same nothingness quite independently of Khaos sometime afterwards.

The Roman writer Hyginus offers his own theogony in which he says that Chaos was produced by Caligine, "Fog" [i.e. mists of darkness]. To him, so it would seem, Chaos is male and Caligine is female. The two get married and together become the parents of Erebus (Darkness) and Nox ("Night," the Roman Nyx). Erebus and Nox then become the parents of Æther (Aether) and Diēs ("Day[time]," the Roman Hemera).

Æther and Diēs then become the parents of Cælus ("Sky," whom the Greeks called Ouranos) and Terra ("Earth," the Roman Gaia). Cælus and Terra also get married and their offspring correspond by and large to the Greek version of their story, the main group being the Titans, who will then give rise to the Olympians. One notable deviation is that Æther also consorts with his own daughter Terra, and the first of their children is Tartarus, the Underworld Abyss.

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