Star Wars has confirmed the origin of the Sith in canon. The dark side of the Force may not be stronger than the light, but it is certainly more intriguing. In large part that's because the Sith - the yin to the Jedi's yang, masters of the dark side in opposition to the Jedi's light - operate from the shadows. The Jedi believed them extinct, only to learn they were mistaken when Darth Maul attacked Qui-Gon Jinn on Tatooine in Star Wars: Episode I - The Phantom Menace.
Far from extinct, the Sith had grown in power over the millennia, manipulating events until they brought about the downfall of the Jedi Order. Every Sith Lord hoards power, and carefully controls the flow of information to their apprentice. Thus it is likely many secrets of the Sith have been lost in the mists of time, especially given every apprentice tends to kill their master, just as Palpatine slew his master Darth Plagueis.
All oft that makes Lucasfilm's tie-in book, Secrets of the Sith, especially interesting. Ostensibly written by Palpatine himself just before the climactic events of Star Wars: The Rise of Skywalker, it contains the accumulated knowledge of the man who considered himself the greatest Sith Lord of all time. In one section, the Emperor confirms previous accounts of the origin of the Sith in a brief statement that sums up the sweeping narrative of galactic history.
"Legend has it the Jedi Order suffered a deep schism millennia ago. An opposing sect dedicated to the glory of the dark side arose from the ashes. The Sith did not share the Jedi's myopic view of the Force. They embraced the dark side as a means to personal gain and ultimate victory. And, for a time, that great victory would be achieved. The Sith Order grew, spreading its might across the galaxy. But the Jedi became jealous. They would not tolerate a challenge to their authority. After thousands of years of war, the Sith were pushed to the edge of extinction. From the darkness, those who survived laid the foundations for our Order's return... and my rise to power."
Palpatine's account of the origins of the Sith is simpler than that of the old Expanded Universe, where books and comics published before Star Wars: Episode I - The Phantom Menace had assumed the existence of a Sith species rather than a religious sect; Lucasfilm was left scrambling to fix continuity when George Lucas revealed their true nature. But Disney branded the Expanded Universe non-canon when they acquired Lucasfilm in 2012, and although they seem to be incorporating many Legends elements into continuity once again, they've clearly decided to drop the idea of a Sith race.
Secrets of the Sith adds the final details to a history of the galaxy that's been taking shape since Star Wars: The Last Jedi. The first Jedi don't seem to have served the light side, with a mural of the Prime Jedi - founder of the Order - portraying him as a servant of balance, the light in the darkness and the darkness in the light. But the Jedi eventually schismed, with some choosing the light side and others the dark; those who chose the dark called themselves the Sith, becoming a rival sect and ultimately establishing an empire that came close to ruling the galaxy.
Fortunately the darkness is not stronger than the light, and the Jedi fought back, successfully driving the Sith back and leaving them almost extinct. It was then that Darth Bane reinvented the Sith around the Rule of Two, that there should only ever be two Sith Lords at a time - one to crave power, and the other to wield it. Operating from the shadows for a millennia, the Sith systematically undermined the Jedi - until the time of Palpatine, when the main Star Wars saga finally began.
