As someone else already commented, the leading theory since several decades (most other theories about the origin of Earth's moon became less plausible once we went to the moon and brought back moon rocks for analysis) is that Proto-Earth collided with a roughly Mars-sized object we're calling Theia. As a result, the material from both was mixed. Part of that mix of two (proto-)planets got ejected and formed the moon, while the rest formed the Earth (with smaller objects forming temporarily in unstable orbits and raining down as meteorites on both the Earth and the Moon).