I guess I'm Johnny come lately to the show ... So Denny is this a serious question or am I missing a joke here? Because my answer probably isn't very impressive and really I don't know all that much about astrophysics.
Off hand I'd guess that you "burn" hydrogen in an oxygen rich environment and you'll get H2O, so where did all of the oxygen and hydrogen come from and why is the Earth covered with the byproduct of a these two elements' reaction? FuckifIknow
Millions of oxygen or H2O rich foreign bodies like comets and asteroids impacting the planet billions of years ago? Oxygen-rich space dust coalescing/reacting with clouds of hydrogen? More likely the Flying Spaghetti Monster wiggled his noodly appendage and drained out the holy colander over the face of the Earth.