The link between non-enzymatic RNA polymerization and RNA self-replication is a key step towards the "RNA world" and still far from being solved, despite extensive research. Clay minerals, lipids and, more recently, peptides were found to catalyze the non-enzymatic synthesis of RNA oligomers. Herein, a review of the main models for the formation of the first RNA polymers is presented in such a way as to emphasize the cooperation between life's building blocks in their emergence and evolution. A logical outcome of the previous results is a combination of these models, in which RNA polymerization might have been catalyzed cooperatively by clays, lipids and peptides in one multi-component prebiotic soup. The resulting RNAs and oligopeptides might have mutualistically evolved towards functional RNAs and catalytic peptides, preceding the first RNA replication, thus supporting an RNA-peptide world. The investigation of such a system is a formidable challenge, given its complexity deriving from a tremendously large number of reactants and innumerable products. A rudimentary experimental design is outlined, which could be used in an initial attempt to study a quaternary component system.