How come we are not extinct??

If given a thought, how did the first evolved man like species get to know how to reproduce?? I mean, instead of protecting themselves from wild animals or climate, they were trying to do something recreational?? And how did they concluded all this??

Some might say that they learnt it by watching other animals!! Okay, but my main question is how did the first species that required copulation concluded that this act is necessary for reproduction??