Tracing the roots and looking for the ancestors of protists will be hard because protists are an animal group that has extended really far, which makes things harder when looking for the roots of these organisms. Most of the corrent living organisms are protists, and there are may, manny different families, genus, species, etc. within this group. Tracing the origins and ancestors of the modern day protist would take years. And that is not the only case. Protists have lived on Earth for millions of years, which means that they haved changed and adapted a lot since the first protists appeared.
Stanley Miller and Harold Urey conducted an experiment, simulating the atmosphere as it was before, to explain how compuds would form in those atmospheric conditions (the atmosphere changes over time).
The hypothesis was used as a way of demostrating the origin of life, since in this experiment, organic materials were formed from inorganic materials.
To get the results, they simulated the earth's eraly atmosphere with different gases (the ones found in the atmosphere millions of years ago), water (simulating the ocean) and electrodes (simulating lightnings).