How did the first modern man arrived on earth?

By the question i mena to ask that how is it possible for one species of human being giving birth to another species, and that also consistantly. Also, I have heard that it is women who were born before men, and that's why men are the final mutants of the human species ( i don't know this is right or wrong!!), but how is it possible? I 'm pretty confused! I know I'm asking for the basics of the evolution, but I have plenty of question regarding the evolution only. Like, how is it possible for some bacteria or similar microbes to find home inside another species who has come to earth a lot latter? If it is true, then how they survived millions of years without this current support? Please let me know. Thanks in advance!