I don't know if we were somewhere else before. I think it is more like a person born blind. They don't know what it is that they cannot see yet they know something is missing. We were here before sin but sin has blinded us to what is true and real. Satan said to Eve you will be like God. We want to be our own god. In doing so we have created a false world. Jesus has been pointing us to reality. He claims to be that reality. Our choice is to trust Him or trust ourself. There really is no other choice.