There will be spoilers in my answers for anyone who doesn't know.
How did Auron get to Zanarkand to look after Tidus?
Auron died from the wounds Yunalesca inflicted upon him. An unsent doesn't have a real body, they're made of pyrflies, and because of this he was able to ride Sin to dream Zanarkand.
How did Jecht first get to Spira?
Jecht went out to sea for Blitzball training. He wondered too far and came in contact with Sin, who pulled him from the dream and into Spira.
How did Sin first come into being?
There's a huge backstory about how Sin was created, it's all about a War that happened between Bevelle and Zanarkand 1000 years ago. Zanarkand relied on the power of their summoners and Bevelle relied on their machina. Knowing that Zanarkand was lost, Yu Yevon (a summoner and leader of Zanarkand) called the survivors of the city together and used his power to turn them into Fayth so that they could summon a dream Zanarkand in place of the one that had been destroyed. Once he had done this he used the pyrflies (there were a lot of them because of the many people who had just died in the war) and used them to create the very first Sin. Yunalesca was Yu Yevon's daughter and she was the first summoner to defeat Sin. Yu Yevon, after possessing the armour known as Sin, gave it specific instructions about what it was to destroy, machina and large settlements being the main things, but soon Yu Yevon lost his mind and humanity consumed by the amount of power he held and turned into a mindless being whose only purpose was to continue to summon a shell for himself known as Sin. This meant that for the most part Sin then had to act upon instinct with only the instructions it was given to guide it.
Where did Yu Yevon come from?
Yu Yevon was a man who lived in Zanarkand, he was their leader and also a summoner himself.
Were the temples always there?
That's something that doesn't actually have an answer. We know there were summoners back then, but we don't know how they utilised their powers, only that they could do so.
So is Tidus's dream zanarkand and the ruins of Zanarkand the same place?
No. The ruins of Zanarkand are what's left of the real Zanarkand, the survivors from Zanarkand came together as Fayth to create a dream Zanarkand where all their memories of it could be preserved forever. It's an illusion made up of their memories of the place before it was destroyed in the war.
What are the Fayth?
The fayth are people who willingly gave themselves up to be made into statues, trapped forever inside, their thoughts are what make the dream Zanarkand, and Tidus as well, and their thoughts are also what gives Summoners an aeon when they pray to them.
Hope that clears up most of your questions. To be fair to you a lot of this stuff you only find out in X-2.
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