Remember, Morgoth couldn't create, he could only corrupt. He didn't create Ungoliant. She was probably another evil Maia that chose to take the form of a Great Spider. As for all the other ones, spiders were probably corrupted from some other creature.
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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