[*Varda*]

In my copy of LotR there's a prologue at the beginning with some information on hobbits. I'm not sure whether it's written by Tolkien himself though but it appears to be.

The beginning of Hobbits lies far back in the Elder days that are now lost and forgotten. Only the elves still preserve any records of that vanished time, and their traditions are concerned almost entirely with their own history, in which Men appear seldom and Hobbits are not mentioned at all. Yet it is clear that Hobbits had, in fact, lived quietly in Middle Earth for many long years before other folk became even aware of them.

Of their original home the Hobbits in Bilbo's time preserved no knowledge

It would appear that even Tolkien himself had little knowledge of where the hobbits came from.