Wonder Woman was created by Dr. William Moulton Marston, writing under the name Charles Moulton. Marston had a PhD in psychology and was a big believer in the newly invented lie detector, even writing a paper on how deception could be measured by blood pressure. He also believed in the superiority of women, and, in 1940, Dr. Marston wrote an important article called "Don't Laugh at the Comics."
This constellation of ideas lead to a part time job at DC Comics, where he was able to suggest an idea for a new super hero character, a super-heroine.
As you can see, the cover of All Star Comics #8 makes absolutely no mention of Wonder Woman, instead the two newest members of The Justice Society of America, Starman and Dr. Midnite, were given introductory billing. But, it was Wonder Woman who found real, lasting favor with readers. It only took a few issues before she was inducted into The Justice Society, and only six months until she was given her own comic book, Wonder Woman #1.
So how did Wonder Woman get from her home on Paradise Island to the United States?
But, after hearing that her daughter, the Princess, might be in love with the injured American captain, her mother, Queen Hippolyte, tells her the story of how they ended up on Paradise Island. In ancient Greece, the women of Amazonia were a foremost nation, until Hercules, the strongest man in the world, decided to conquer Amazon. Queen Hippolyte challenged him to one-on-one combat, knowing she would win because of the Magic Girdle she had been given by Aphrodite, the Goddess of Love. Queen Hippolyte won the match, but Hercules managed to steal her Magic Girdle, and was able to overcome and enslave the women of Amazonia. Queen Hippolyte called upon Aphrodite for help, and she did save them on the condition that they sail to another island, leaving the man-made world forever, and establishing a world of their own, but the women must always wear the bracelets that they were forced to wear while in captivity to remind them to keep aloof from men.
To keep their promise to Aphrodite, the American pilot must leave Paradise Island as quickly as possible. Queen Hippolyte shows her daughter the Magic Sphere, given to her by the Goddess of Wisdom, Athena, by which she can monitor the world that they left behind, the world of the American captain, a world from which she can also gain all the knowledge of arts, sciences and languages to make a more superior world on Paradise Island for themselves.
Together, she and her daughter, look at the world that the American captain comes from and how he ended up on Paradise Island.
If you would like to know more about Wonder Woman's history, I can't recommend a better, more fascinating in-depth book than The Secret History of Wonder Woman by Jill Lepore.
There are any number of anthologies available if you want to read old Wonder Women comics, without the high cost of an original. My favorite is Wonder Woman: The War Years 1941-1945 edited by Roy Thomas.