In Kendall's Quatre
Mnemosyne is the second-youngest of the four siblings. She sought to give the world a cherrished past, and argued with her older brother, Oneiris, that the world needs memory more than it needs hope. The two clashed, and became their own worlds, whose energies flow into the main world.
In the real world
The World of Memory is suspected by some to be influenced by some sentient being. This is a rather out-there theory, though, especially given Chaos' hectic nature.