Storks were common in Scandinavia and would even nest on the roofs of homes. The Scandinavians felt that new baby souls came from a watery pool that storks lived in. Combining these two ideas, the parents had a simple explanation for other children in the family. When a baby was about to be born, the parents explained that the loving stork would bring that soul from the pool to the new parents, dropping it down the chimney. When the siblings returned from Grandma's house after the birth, there was the new baby, all ready and fresh. Sometimes parents would even tell the siblings that the mom had been bitten on the leg by the stork, and that's why she had to rest in bed for a few days. This story reached the rest of the world through the tales of Hans Christian Andersen. Hans gathered up many classic tales in the 1800s and put them together in books. These books became popular world wide, and the tales that were once folk tales in quiet corners of rural countries now had an international audience!
Probably from some nervous parent's imagination when asked by his/her young child where babies come from. I'm guessing the person just thought about it and told it to her child. I'll look it up, though.