Darwin's ideas on the very beginning of life
The last sentence of The Origin of Species, first edition, 1859:
"There is grandeur in this view of life, with its several powers, having been originally breathed into a few forms or into one; and that, whilst this planet has gone cycling on according to the fixed law of gravity, from so simple a beginning endless forms most beautiful and most wonderful have been, and are being, evolved."
In other words, Darwin explicitly starts his evolutionary process after some mysterious beginning ("originally breathed into a few forms or into one"), without attempting to specify how the process could have initially been set up.
In a private letter to Joseph Hooker in 1871 (cited in Fortey 1998, according to various internet postings):
"It is often said that all the conditions for the first production of a living organism are now present, which could ever have been present. But if (and oh! what a big if!) we could conceive in some warm little pond, with all sorts of ammonia and phosphoric salts, light, heat, electricity, &c., present, that a proteine (sic) compound was chemically formed ready to undergo still more complex changes, at the present day such matter would be instantly absorbed, which would not have been the case before living creatures were found."
Here Darwin is making up a hypothetical scenario for the purpose of a different argument. People had argued that if life could form spontaneously, then we should see it happening today, too. Darwin is simply pointing out that even if life were forming spontaneously today, any such proto-life form would immediately be eaten or absorbed by some more developed, modern living thing, and we would never see it. This would not have been a problem the very first time a self-replicating compound was formed. So this argument against the "warm little pond" origin story is not convincing. But his caveat ("and oh! what a big if!") suggests that he does not take this scenario very seriously.
Apparently, this is the only place in all of Darwin's public and private writings where he even speculates about this initial stage. He never published any opinion on the matter. He seems to have realized that it was:
He makes this third point clearly in the last sentence of the Origin of Species. His theory applies to the time after self-replicating, living things had appeared. Once they are present, they will evolve as his theory describes. How they appeared in the first place is a separate, more difficult question. The answer, while of great interest, does not affect the validity of Darwin's theory one way or the other.