Mormons notoriously don't agree with each other on much, but I have pieced together they believe they themselves always existed as spirit beings or what they call intelligences. They also place a substance they call pre-existing material from the eternity of the past. So you have 1) themselves as intelligences; 2) preexisting material used to bring them into human form; and 3) sometimes a pre-existing God.

The problem I have with this is the Bible says God is alone from everlasting, so that precludes any possibility of pre-existing intelligences, material or anything else.

"4 We all know that an idol is not really a god and that there no God but one. 5 For even if there are so-called gods, whether in heaven or on earth (as there are many gods and many lords), 6 we know that there is only one God, the Father, who created everything, and we live for him. And there is only one Lord, Jesus Christ, through whom God made everything and through whom we have been given life" (1 Cor. 8.4-6).