Oh my, you've practically asked us to summarise an entire branch of historical studies here :) To sum up, European noble families as we understand them now began to emerge in late antiquity with the fusion of Roman state organisation and the customs of the Germanic peoples.

The Germanic peoples, following contact with the Roman world, even before the invasions had begun to give themselves 'rex', kings. These were mainly military leaders, elected by the assembly of free men. The command of the army, i.e. the free warriors, was assigned to the rex, who could be assisted by trusted subordinates. When the various Germanic peoples settled on the lands of the former Roman Empire, the rex found themselves with vast expanses of territory to govern. As the sophisticated Roman bureaucracy collapsed, the most efficient way was to assign the lands to their generals and soldiers. Those who had more land were richer and therefore more powerful. Thus the first nucleus of nobility was born.

In the following millennia, the pattern remained the same: when you came into possession of large landed estates (i.e., in essence, you did not cultivate it yourself but had others do it for you), you were practically nobility. In the first centuries of the Middle Ages, one obtained land and a title of nobility as a reward for participating in a victorious military campaign. When the economy became monetary again, it was also possible to become rich through trade, buy land and then pay the pope or emperor or king to grant a title of nobility.

These are the general principles, then the history of every family and every region is different. In England the great nobility were of Norman origin and were in the retinue of William the Conqueror when he took the throne in war in 1066. This early nobility almost completely destroyed itself during the War of the Roses in the later 15th century. The petty nobility, on the other hand, arose when the sovereign granted lands and titles of little value to royal bureaucrats. Keep in mind that since the War of the Roses the English nobility has always been weak in comparison to Parliament and the Crown, the two real 'strong powers' of modern English history.