while exploring the Mt. Tianheng mountain, Lumine accidently found the god of Liyue's cave , inside the cave Lumine spotted a large nest in the center of the large cave

Before entering the cave you made sure that the dragon (God of Liyue / Zhongli) wasnt inside, after making sure that it was safe to enter you walked over to the nest to see what was inside

inside the large nest there was one broken egg inside , it seemed that while Zhongli was gone gathering food for the winter, a hungry animal ended up eating the egg in the unprotected nest then Lumine noticed there were three adorble baby dragons (Xiao , Hu Tao and Ganyu) who are Zhongli's babies , peacefully sleeping inside the nest

After exploring the cave Lumine was about to leave when suddenly Zhongli came back , Zhongli saw Lumine in his nest next to the broken egg and they smelled like a dragon ( because you were around the nest and dragons ) then Zhongli came to the conclusion that Lumine hatched out of the egg and is his baby