Hydrogen was the first element on the periodic table to form in the universe. After the formation of hydrogen, all of the other elements formed in stars via fusion of lower elements. Hydrogen, having the lowest atomic mass (1 proton and 1 electron) can undergo a fusion reaction with another hydrogen to form helium (2 protons and 2 electrons). Likewise, other higher elements form from the fusion of two lower elements. This fusion process requires a great amount of activation energy because normally two elements will repel each other until you overcome this energy barrier and fuse the two nuclei. This large activation energy is why the process occurs in stars. Stars are very massive and the gravitational forces in the star collapse the mass in the center--compacting it and making the center very dense. This forces the nuclei together to cause fusion. In the end, this fusion process is highly exothermic (releases a lot of energy) because some of the rest mass of the two nuclei is converted into energy through Einstein´s famous E = mc² equation. This release of energy is why stars are hot and emit light.

Hydrogen, helium, and a little bit of lithium were formed by collisions of elementary particles in the big bang.

All other elements are made in stars. Elements up to and including iron can be created by nuclear fusion, but heavier elements require the violence of a supernova in order to make them. All heavy elements (heavier than helium) require supernovae to distribute them, though, otherwise they just form cores of white dwarf stars and sit there.

Elements up through iron were formed from nuclear fusion in stars. Brand new stars that are not derived from supernovas and other stars dying originally start with hydrogen. The hydrogen at their cores undergoes nuclear fusion, turning into helium and releasing energy in the process. The remaining hydrogen will continue to undergo nuclear fusion, as will the helium, and this process will continue until heavier elements up to iron. Iron will not undergo fusion in these conditions because it requires energy rather than releases energy. Eventually, after the star's "final" growing stage when it produces iron, the star's core will begin to collapse rather than grow. In some cases, a star will experience a supernova, releasing a huge amount of energy. If this happens, there is so much energy around that fusion of iron and heavier elements is possible. This is where heavier elements will come from.