The Bible lists that many thousands of years ago, the first man born of Adam and Eve, who was known as Cain, killed his younger brother Abel. This was the first murder in human history, and because he had introduced such an abominable idea to mankind, Cain was cursed to wander the Earth forever with a mark on his forehead.
Abel, on the other hand, was brought into the Dreaming, the realm representing imagination, where he became a storyteller and was given the House of Secrets to live in, as the immortal Dream, Prince of Stories, knew that the tale of Abel's death would be told and re-told for many centuries to come. As one of the few residents of the Dreaming back in those early days, Abel grew lonely, and so Dream fashioned a version of Cain to live next door in the House of Mystery. Of course, being next door to his brother reminded this Cain of why he'd murdered him in the first place, and thus he killed Abel again, except this time Abel came back, and so this Cain resolved to kill him again and again, ad nauseum.
Cain is the progenitor of all vampires, as punishment for committing the first murder.