Emotions are highly charged neurons, all over the body.

this is from the book "out of control" by Kevin Kelly

"We know that eyes are more brain than camera. An eyeball has as much processing power as a supercomputer. Much of our visual perception happens in the thin retina where light first strikes us, long before the central brain gets to consider the scene. Our spinal cord is not merely a trunk line transmitting phone calls from the brain. It too thinks. We are a lot closer to the truth when we point to our heart and not our head as the center of behaviors. Our emotions swim in a soup of hormones and peptides that percolate through our whole body. Oxytocin discharges thoughts of love (and perhaps lovely thoughts) from our glands. These hormones too process information. Our immune system, by science's new reckoning, is an amazing parallel, decentralized perception machine, able to recognize and remember millions of different molecules"

http://www.kk.org/outofcontrol/ch3-f.html

No one thing caused emotions. The idea that something evolves means that many different pressures sculpted the way organisms are today.

I know religious people like simple answers for big questions, but you guys are not gonna get one here.

The not so simple answer is that organisms evolved to have more and more elaborate neural network that could define and deal with more and more subtle emotional input - as the organism got to be more complex over millions of years.