At some point in their history, the ancient Jews apparently believed in a created being alongside YHWH, who was subsequently used to bring the sum total of reality ("all things") into existence. This belief is reflected in the rabbinic writings, but it is also latent in the Hebrew Scriptures themselves. Micah 5:2 reads: "out of you [Bethlehem] shall One come forth for Me Who is to be Ruler in Israel, Whose goings forth have been of old, from ancient days (eternity)" (Amplified Bible).
Now while it is true that the Amplified Bible and other translations render the Hebrew OLAM as "eternity"--the rendition "ancient days" seem to be preferable in this context: "'Origin' (MOSAOT, elsewhere only 2 Kings 10:27 with a quite different meaning!) echoes the verb 'come forth' (YS') and thinks of children originating in the loins of their father (BDB, YS', 1h, p. 423). Bethlehem as the 'parent' of the ruler belongs to a period now viewed as an era behind the current order and so belonging to 'ancient days' " (James Mays. Micah [Old Testament Library], pp. 115-116).
By no means do I necessarily agree with every sentiment expressed by Mays--in a sense, Bethlehem would bring forth the promised Messiah. Nevertheless, his years would stretch back to "ancient days" because he existed in heaven before coming to the earth. This does not imply that the Messiah was not created, however: he issued forth from his Father as the first creation of God and was not eternal in his preexistence (see Rev. 3:14). This point (about OLAM meaning "ancient days") is also forcefully brought out by Joseph Klausner:
"the words, 'from of old, from ancient days' indicate only the antiquity of his origin (since from the time of David to the time of Micah several centuries had passed), but nothing more" (The Messianic Idea in Israel. p. 76).
Probably supplying even more robust evidence for the idea of a created preexistent being with God is Prov. 8:22: "The Lord formed me and brought me [Wisdom] forth at the beginning of His way, before his acts of old" (Amplified Bible).
While admittedly this verse has been hotly debated, it seems most appropriate to translate QANAH as "created" instead of "possessed" as others construe this passage. In poetic contexts, QANAH is understood to mean "create" or "form" (Gen. 14:19-22; Ps. 139:13). Interestingly in Deut. 32:6, the word is parallel to ASAH ("to make") suggesting that it may have the meaning "create." Thus if the preexistent Messiah is under consideration as the figure of Wisdom in Prov. 8:22--then it would seem fitting to view him as being the first creation of Yahweh, then afterwards being used to create all things as the intermediary agent of the Most High God.