Where do asteroids come from?

Well, other space stuff, like comets, come from the Kuiper Belt and the Oort Cloud. However, asteroids are different. Whereas a comet is essentially a mass of dirty ice, asteroids are more like giant rocks, or, if you like, tiny planets.

Asteroids are not round like planets, however, they come in many sizes, and most won't have sufficient gravity to make them spherical. Recent studies have shown they look more like battered potatoes. Almost all asteroids orbit the sun in a ring-shaped region between Mars and Jupiter called the Main Belt. On occasion one may collide with a planet, though; even a smallish asteroid can pack a wallop.