The search for origins is a hallmark of historical practice; origins are also fundamental to historical narratives, the predominant form by which historians present their interpretations of the past. Yet, paradoxically, history is ill-suited to studying firsts or origins. As the historian of culture and influential figure in historiography Jacob Burckhardt reminds us, single beginnings are rare phenomena. In this article, I investigate this paradox using swimming in the surf at the renowned Australian beach of Bondi as a case study. At one level, the history of swimming at Bondi is well known. Waverley Council built the Bondi Baths in the last quarter of the nineteenth century to protect bathers from dangerous surf and currents and to control how bathers revealed themselves in public. Over time, bathers became more proficient swimmers, and competitive individuals practiced the activity as a codified sport. Adventurous souls braved the surf and became surf swimmers and bodysurfers, and local authorities progressively relaxed the rules that defined how, and when, bathers presented their bodies in public. By the 1920s, Bondi was a bathing and swimming Mecca among Sydneysiders and other Australians. However, this history is strangely silent about the origins (and nature) of early swimming at Bondi. While scant primary sources partly explain the silence, it is also a function of the fact that history does not contain fully defined or fully formed subjects ready for analysis. Historians demarcate and position their subjects that they then configure into narratives. Each of these historiographical processes involves choices on the part of the historian that leaves inordinate space for alternative histories. In the search for Bondi’s first swimmer, I highlight these choices that, I argue, simultaneously direct attention to the speculative nature of origins and reaffirm them as an inescapable dimension of narrative form. In concluding this article, I identify the conditions under which historical narratives gain social acceptance and the philosophical value of analyzing origins.