Mormonism says: “We pre-existed as spirit children

In Mormon theology, God is accompanied by a Goddess wife—our so-called “Heavenly Mother.” Together, they produce countless ethereal children which Mormons call “spirit children.”

Mormonism's Official Curriculum Material etc.

• “We all once lived in the presence of God the eternal father. In the world before your were a spirit child of his. With this divine parentage, your destiny, through righteous living, is to become like your Father in Heaven and return to his presence” [The Purpose of Life(Pamphlet handed out at BYU campus temple)]
• “A veil covers our memories of our premortal life, but our Father in Heaven knows who we are and what we did before we came here. He has chosen the time and place for each of us to be born so we can learn the lessons we personally need and do the most good with our individual talents and personalities.” [Gospel Principles, Chapter 2: Our Heavenly Family (2011), 8.]

Mormon Authorities

Joseph Smith (Mormonism's founding president-prophet) “We were first begotten as spirit babies in heaven and then born naturally on earth” [Journal of Discourse, vol. 4, 218.]
Brigham Young (Mormonism's 2nd president-prophet): “In the spirit world their spirits were first begotten and brought forth, … you could trace back your history to the Father of our spirits in the eternal world. He is a being of the same species as ourselves; He lives as we do, except the difference that we are earthly, and He is heavenly. He has been earthly, and is of precisely the same species of being that we are.” [Journal of Discourses, vol. 4:42]
Orson Pratt (Original ‘Quorum of the Twelve’ member): “before men and women are born on earth as babies, their spirits are adult size in heaven. When they are born, their Spirits are compressed, which causes a loss in memory” [Journal of Discourses vol.16, 333-334.]