Real-time spectroscopy access to ultrafast fiber lasers opens new opportunities for exploring complex soliton interaction dynamics. Here, we have reported the first observation, to the best of our knowledge, of the entire buildup process of soliton molecules (SMs) in a mode-locked laser. We have observed that the birth dynamics of a stable SM experiences five different stages, i.e., the raised relaxation oscillation (RO) stage, beating dynamics stage, transient single pulse stage, transient bound state, and finally the stable bound state. We have discovered that the evolution of pulses in the raised RO stage follows a law that only the strongest one can ultimately survive and, meanwhile, the pulses periodically appear at the same temporal positions for all lasing spikes during the same RO stage (named as memory ability) but they lose such ability between different RO stages. Moreover, we have found that the buildup dynamics of SMs is quite sensitive to both the polarization state of intracavity light and the fluctuation of pump power. These results provide new perspectives into the ultrafast transient process in mode-locked lasers and the dynamics of complex nonlinear systems.