Although most massive galaxies harbor supermassive black holes (SMBHs) today, over 300 quasars have now been found at z > 6, less than a Gyr after the Big Bang (with seven at z > 7). How such massive BHs formed by such early epochs poses significant challenges to current paradigms of early structure formation. I will review current thought on the origins of primordial quasars and present new numerical simulations demonstrating how a 2 billion solar mass BH can form by z ~ 7. I will also discuss synthetic observables for the first quasars in the NIR and radio for each stage of their evolution: birth as a supermassive primordial star, collapse to a DCBH, and subsequent growth to 10^9 Msun in cold accretion flows. Our calculations show that Euclid and JWST will inaugurate the era of z ~ 5 – 15 quasar astronomy in the coming decade.