In ancient days, we Amazons were a proud and mighty nation.  Our small  but fierce empire lasted from the time of the Greek swine, until the  Roman barbarians.  However, change must always come, even to those of  use who are timeless.
As the Roman empire waned in it's twilight  years, they had shifted worship from the gods of Olympus to a new  figure, one bearing a cross.  We Amazons remained loyal to the old gods  and the old ways, and that was what saved us.  Juno came to our last  queen, Hippolyta, and told her of an enemy coming from the east.  At  first, Hipolyta insisted we would turn the enemy way, but Juno was  insistant.  This enemy, she told Hipolyta was not one even the Roman  empire could bat away.  No, this was barely a man.  She told us of this  Savage king who would sack our cities and Vandalize our temples.  She  told us that he was immortal, and not even our most experienced warriors  would be able to stand against him.  
However, the goddesses  would not forsake us.  They told us of a mystical paradise island they  had created, where we Amazons would live forever as immortal warriors to  serve the gods should they ever need us.  Juno Moneta, together with  Ceres, and Diana, and Venus crafted this world and called it Themiscyra,  after our Ancient capitol.  We began the evacuation, but the Goddesses  had been forced to leave all of this until too late, and the army of the  Savage king began to pour in.  The elder warriors all surged forward  into combat, urging the younger warriors through the magical gateway to  our new island strong hold.  Our queen saw as she was pushed through by  her sisters acting as a rear guard the Savage king.  
On the  island, as promised, we became immortal, or at least, we did not age  past just reaching maturity.  No problems came month after month, year  after year, though we maintained our martial readiness.  However, the  Queen was now the elder stateswoman, by a large margin, the elder  soldiers having given their lives to preserve the younger generations.   There is no doubt the Queen would have as well, had her guard not acted  as prudently as they did.
However, our Queen being older than the  other girls meant she had been through certain biological changes that  they had not.  in short, she yearned for a daughter.  one of her own to  raise and teach and love.  She prayed day in and day out to the gods,  and made sacrifice of her most precious possessions.  Finally the gods  granted her wish.  Using the clay that Jupiter had used to form  Pandora.  
Hipolyta formed from the clay the daughter she dreamed  of, and the goddesses, in their charity, breathed life into the babe,  but gave a prophesy at the time.  This child, would some day end the  exile of the Amazons, and bring them face to face with that Savage king  they had so narrowly escaped and lost so many of their sisters too
Days  turned to years, which turned to centuries.  The young girl, who they  named for the goddess of the hunt, grew to maturity like the other  girls, however unlike the others, I had never known the outside world,  the world of men.  Part of me burned with curiosity for them.  and as  the world changed around us, a new breed of man arising, I could not  contain my curiosity any longer.  I stole the sacred armor and manacles,  and struck out for Man's world in one of the ships we used to practice  naval battles.  On my journey I was visted by by Juno, guided by  Salina.  They warned me that if I went to Man's world, I would never be  like the women there, nor would I ever be the Amazon my mother always  wished for me to be.  I would be forever different.  However if I had  the courage to make the journey, they would see me safely across the  seas.
The main villain would be, as I rather hamfistedly  hinted, Vandal Savage.  He thinks Diana looks like her mother.  He would  be rather the fiendish and coldly "logical" sexist, stating in a  reasonable tone that there would always be places where men were  superior.  in the modern world he owns a Private Security firm (A  private army) and leads them into global hotspots to try and engineer  the world to suit his barbaric ideals of justice.