Where did the Conduits in InFamous Second Son come from?

This is covered in the conduit awareness quiz and associated information. The short answer is that only some died (~90%) around the world and the official story is that there is no known reason for this inconsistency.

Where do conduits come from?

There is a conduit gene that, when activated, gives powers. There are reports and rumours about how conduits genes are activated and so there is no definitive reason for why there are activated conduits. They don't go into where the conduit gene itself comes from, but possibilities may include evolution, mutation, and genetic manipulation.

The primary factor that differentiates conduits from other humans is a special gene. Unless this gene has been activated, there is no difference between a normal human being and a conduit. Most of the carriers of the Conduit Gene are dormant and appear no different than normal humans.

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While Ray Field Radiation is known to play a part in the expression of the Conduit Gene and the use of conduit powers, there are numerous reports and rumors of conduits being activated in a variety of ways, including genetic experimentation and contact with Activated Conduits. Consequently, we do not definitively know how they are activated.

What happened to conduits following the events of New Marais?

Approximately 90% of conduits all over the world died and why some died and some didn't is unknown.

Approximately 90% of conduits all over the world died when The Beast was destroyed in New Marais. The deaths were so widespread that conduits were believed to have experienced an extinction event. But in the following months it became evident that some conduits managed to survive—even some who were present at New Marais at the time of The Beast’s destruction. To this day, we do not know why some perished and others survived, but we suspect some kind of Ray Field Radiation event occurred.

From the events of the very first inFamous game, we know that Kessler is...

Cole MacGrath from the future.

Unlike Cole, who became a Conduit after Kessler's package (a Ray Sphere) exploded, Kessler's powers evolved naturally, without any noticeable influence from outside.

How exactly the first Conduits came to be remains unknown, but the second generation of Conduits were likely "born" the same way.