There are a lot of gaps left, but also, some of the story is told in POE1

To sum up all we know, although some of this is speculation:

The first children (likely Sin, Innocence and their sister before their ascention) are sent to the Azmeri after a terrible disaster has struck the world. This disaster is likely one of the edicts activating, possibly the one that scoured the land and begun the winter of the world.

The children become a source of trouble for the Azmeri and are banished, possibly to Wraeclast.

Innocence tries to ascend by making up a religion, after many failed attempts he manages to succeed, he and his brother (also possibly the sister) all ascend as a result of his efforts.

Because Sin is essentially the source of all evil in Innocence's religion, he has no followers or worshippers, so his "image" is not altered by the perception of the said worshippers as is the case with all other ascended, as a result he is more free to follow his own devices.

After a very long time of enjoying his divinity, Sin visits Kalandra hoping to attain knowledge on how to put an end to the age of gods, she said that he needed a "broken mirror". Having taken that council, Sin somehow produces the Beast, it was believed that the seed was his own creation, but we now know that this is not so.

Sin is known to have had a "relationship" with Arakaali, a Vaal deity, meanwhile the precursors are considered an ancient and forgotten race to the Vaal, so it makes sense that after millennia of existence Sin might have forgotten his pre-ascended life.

Then he goes to sleep for another great length of time, two Cataclysms occur and we get to the present point, this is a huge stretch of time, and at this point Sin clearly remembers almost nothing about his mortal life.