Why makes us develope a concious?

im not talking about like your mind i mean that voice that tells you when something is bad i don't have one and i cant remember if i ever did but what makes our mind form it is it when we were infants and the morals where subconsciously implanted into our brains we formed this as a reminder when we were going to break the rules of our morals and be punished or is it only the feeling of guilt (which i have never experienced except for like 3 times so its not something i understand well either)that is supposed to keep us from breaking those rules and the possibility of being punished i want your opinions