The evidence comes from a variety of sources, from seeing remnants of the first and second generation stars (the longer lived individuals from those generations). Their composition shows the conditions of when they were formed. Also, we know a lot about the processes of the early universe, from the expansion, to nucleosynthesis, to early star formation. We also know the age of the sun and can compare it to the age of the universe in general.<quoted text>
You know this is a fact why?
So, yes, there were *at least* two previous generations of stars before the sun and earth formed. Because they overlapped to some extent, it is possible that a third generation was involved.
Now, to gather and understand this evidence, you have to know and understand some of the basic science that has been done over the last century and a half. In particular, the specifics of stellar dynamics and how those are tested against real stars. The differences of composition between Population I, II and III stars. and how those differences were caused is also quite relevant. Understanding a bit of how galaxies form and change is another good point of departure.