I have no idea how or when or why or even where the "System" delegated steem comes from.

The delegated steem power comes from any of Steemit Inc many accounts especially @steem's account to help newbies in the first few weeks of sign up. This is because you need steem power to post, comment or upvote on steemit.

Take a look at @steem's account to see the humongous SP it had dished out in minus

Steem Power delegated to you by Steemit when you first sign up, and will be taken away after 30 days or so. So, it's actually the opposite of that - instead of being added to your account soon, it'll be taken away

That amount is just a "loan" that Steemit gives to you to help you at the beginning (considering that your power is very low as soon as you register). After a period of time, it will be removed from your wallet (and you should have earned enough STEEM POWER by that time) and very likely reallocated to another new user.

Notice your delegated steem power is in plus meaning it would be taken away with time.