Where do the twelve zodiac signs come from?
The zodiac was a sky calendar first; horoscopes came later.

1Your star sign is really about the Sun: as Earth orbits, the Sun appears to drift slowly across the background of stars over the year, passing through twelve constellations. This path is the ecliptic — a concept begun by the Babylonians and refined by the Greeks.
2Each month the Sun 'stands in' a different constellation, so the ancients assigned star signs by birth month. Here is the twist: because Earth's axis wobbles slowly, the constellation the Sun actually passes through on your birthday has shifted by about one sign since antiquity — astronomy and astrology parted ways long ago.
3And there is a thirteenth ecliptic constellation, Ophiuchus, which the Sun visits for about a fortnight each year — the astrological tradition simply never counted it.
The zodiac began as a Babylonian sky calendar; the Sun's actual position has since shifted by one sign.