Steve's ancestors were both named Steve. They both wear spotted animal skins, which was the fashion of the time. They spoke a most unusual language and were often threatened by the Sky-Octopus, which, over time, caused them to develop detachable and regrowing tails as a means of survival.
What is even more interesting is the fact that the detached tails do not just become decaying lifeless body parts, but grow into a new Steve instead. Only one such occurrence has been documented so far, but it is likely that this is the standard means of procreation for the species of Steve, and that they may in fact be entirely asexual, making them rather appropriate to be used in family-oriented comics.