It may have been some time before the 1910s, or maybe the immediate future. But upon the day it happened, none of the world would ever forget. For the day and place you choose, is the time and place it began. Where either through Mad Science or divine power or magic ( but whichever this did not affect natural animals, not at all, it could NOT make a sapient anthro out of an natural born animal, no ifs, ands, or buts), a couple of people, they may have been siblings, husband and wife, two best friends, or two perfect strangers, were transformed. They were transformed into anthro like creatures, animals in the shape of humans so to speak, but they might have had a few strange things about them, but the result had them naked and not suffering from the elements and having lost their sense of modesty in the process. They might have been living pool toys, maybe simply magically empowered, or something else. If genders still applied, the ratio for females to males, was likely to rise in ladies' numbers favor. Maybe they were age regressed to something cute? Maybe they also had the power to transform humans into anthro statues. We'll learn the more precise details as we focus in.
But what was important was what the two decided to do next, their mind sets being as transformed as their bodies.
"Hey... how about we conquer the world?"
"Won't that be like, I dunno ultra hard?"
"Well, for every human we transform, we have more help, and they can transform more humans, and we can go from there." And who knew? Maybe this magic came with a distortion to reality so none would notice the changes anyway? Answers for later.
"Still ultra-hard."
"Wouldn't be very satisfying if it was SUPER easy... ya gotta admit, trying to conquer the world through transforming people does sound fun."
"Hmmmm, guess you have a point there. Should we get costumes and super villain names or something?"
"Naw. No need I think. But seriously, let's just start small, the whole 'conquer the world' part can come after."
"Alright, should be cool."