The dreaded question... How do you answer this to a new player? Their eyes are so full of wonder and curiosity and they might not like or understand the truth. But what else can you say? They wouldn't believe you if you said that Blizzard sends them.
Well you see, when a player and a character don't love each other very much they go to a special place called a city. Then the character stays there and the player sends him items. Sometimes the character puts them in the auction house. But sometimes, the items aren't something they want to sell, so they put them in the bank.
"I hope I never have a bank alt. They sound horrible!"
Oh, newbie, someday. You'll grow up and the auction house will catch your eye and you won't be able to resist. I know it sounds wrong, but it's a wonderful feeling to have bags filled with trade mats and you spend all the time to send them out at the mailbox and there you have it: a bank alt.