There wasn’t much of an atmosphere to begin with. We wouldn’t even have much of an atmosphere without water vapor. Early Earth would have been essentially a ball of molten rock/lava.

Over billions of years, Earth was impacted by asteroids (and is theorized that Earth had an impact with another proto-planet that formed our moon). Those asteroids deposited key elements (hydrogen, helium, oxygen, ie water) and its impact trapped them deep into Earths mantle.

Over time the planet experienced fewer outer body impacts and cooled to form our crust. Yet, volcanic activity allowed for those elements previously trapped to release in the forms of carbon dioxide, ammonia, and water vapor. The release of these key elements subsequently formed our atmosphere, and allowed our oceans to form as well.