Isn't the entire point that they don't have a creation myth, well not a fixed one written down all posh like the other races?
['Cos I'm thinking, O goes round and round, never ending but always the same, whereas I has a beginning and an end, like men, but the thing is it doesn't have to be (or from Lorkhan's POV maybe musn't be) the same beginning and end every time, that would be boring). Loads of different little I's that are never the same would make up quite the tower for a world that needs a little chaos in the order to be worth the existing.]