Ok so we kind of know a fair bit about the world we live in; there are things, these things have properties, and they do stuff. We even have some ideas about the reasons for their properties and behaviour, and have expanded some of those ideas into universal “laws” .
But what we don’t know is why do things have the form and function that they do? If I make a flint hand-axe I know the form of the axe exists as it does because I had a plan and used tools and material to implement the plan (albeit a hazy plan, and not a perfect result either!). But this form is dependant on the purpose of my plan which is to produce a sharp, cutting tool.
Of the things in nature, each has its own form, and indeed its own function too. Again we have learned that form is dependent on function: evolution will produce in a species a form which is determined by its interactions with other things (function). So we have the amazing diversity of life on Earth.
The seeming difference then between a man-made thing and a naturally created thing is that the man-made axe involved conscious thought before the physical construction of the axe.
My question: how can a thing can come to exist to serve a purpose without prior (and/or continuing) conscious thought of a creator?
You’ve got the form and function causality reversed. Function is a result of form; the form does not evolve to suit a particular function (shades of Lamarckism that way lie).
In many cases, existing “forms”, which may have been suited to a given function, are co-opted for use in another particular function (a good example here is the forearms of dinosaurs -> wings of birds). Such features have been given the name “exaptations” (a term coined by S. J. Gould and Elizabeth Vrba).
Forms can be fine-tuned through various varieties of selection. Once a “form” has been utilized for a “function”, any modification in that form which bestows upon its owner a survival or reproductive advantage will likely spread. Over time, then, a given structure may take on the appearance of optimization for its function (thereby also creating the illusion of “design”).
In truth, however, there is very little optimization in nature. Organisms generally perform multiple “functions”, and the directions along which a given structure can be modified are limited by its current form. Thus, a panda’s “thumb” is, in reality, a modified wrist bone, which has been co-opted for use, and subsequently modifed, to its present form. Optimally, an opposable thumb would likely serve a panda better.