User blog comment:Zathronas/Analysis by an author: World of Remnant, Grimm/@comment-10390252-20141017104932/@comment-24218038-20141018172517

We don't really know one way or the other.

Even when they say "They have always been there" I'm guessing the early existence of humans was kinda short on documentation.

I personally believe the grimm were there first because it raises interesting questions :)