Myths tell that at the beginning of time, Zon-Kuthon was known as Dou-Bral. The son of of the divine spirit-wolf Thron, he was a good deity who shared his appreciation of beauty, love, and the arts with his half-sister, Shelyn. During the Age of Creation, Dou-Bral was among the original gods who battled Rovagug who sought to destroy Golarion, and were eventually able to contain him in the Dead Vault. When Dou-Bral grew jealous of his sister's talents, he abandoned Golarion for the dark places between the planes, and there was tormented and possessed by an alien being. Upon returning to our reality, Dou-Bral as he had been known was gone, replaced with the twisted, malevolent soul known as Zon-Kuthon.
When Shelyn saw that her brother was forever changed, and not for the better, the two battled, her pleas and tears met with a violence Dou-Bral would never have been capable of. Shelyn finally wrested the golden glaive known as the Whisperer of Souls the two had shared (a symbol of their power) from her twisted brother's fingers, and established a tenuous truce that held in place more by silence and avoidance than any desire to actually coexist.
A second myth speaks of how Zon-Kuthon first came into conflict with Abadar, the god of culture, wealth, and stability. Seeing the crimes Zon-Kuthon committed in Golarion, Abadar knew that he must be punished, and made a bargain with the evil god. Zon-Kuthon agreed to go into exile on the Plane of Shadow for as long as the sun hung in the sky in exchange for an item of his choosing from the First Vault. This imprisonment was not meant to be over as soon as it was, though, and when the sun stopped shining upon Golarion during the Age of Darkness, Abadar reluctantly honored the deal, giving Zon-Kuthon the first undead shadow, which the Midnight Lord has used to craft evil creatures in his realm of Xovaikain ever since.