According to one theory, Pluto was once a moon of Neptune. Something caused Pluto to collide with Triton (another moon of Neptune). Pluto got knocked out of orbit around Neptune and started orbiting the Sun.
Another theory states that Pluto is the remains of a giant comet. The comet may have smashed into another object. After the collision, it slowed down and fell into a planetary orbit. Still other astronomers think Pluto formed out of drifting, comet-like chunks of material. No one knows for sure.