I have to preface that I know very little about the cosmere and read Rhythm of War first. I read Sanderson for a light break from other stuff. I started reading from the beginning to confirm a theory. It isn't fantasy, it's science fiction. When we apply Clark's law it makes a lot of sense. Two highly advanced civilizations that we would consider magical find a planet they both want to an extreme degree. This is x thousands of years ago. They essentially destroy each other and have been fighting in one way or another ever since. The fight in one part is who got there first.
The broken plains with the connected ruins of domes indicate where one of the civilizations landed. Shard armor and swords are advanced nanotechnology. There is a character of a hologram generated by a senile AI who's programming has been corrupted and hardware is no longer self repairing. The wind is an out of control weapon.
Somewhere along the line a weapon was developed that "broke" the boundary of a universe that is more quantum than ours thus generating spren. Syl says as much in either Radiance or Oathbringer, I can't remember which. Syl is just a fluttering potential until thought of as an individual and given a personality. That's what spren are, quantum potentiality.
The legends shape what the spren are and what they can do. The spren disappeared when the Knights Radiant disbanded as they were not longer needed so they returned to their potential state until needed again. The emotions the have are placed on them are those of the Knights because they believe that's how they would have felt.
The mystical properties of the shards were also placed by legend. At one point in history there were armies so equipped. Time has buried all but a few. There origin has been lost so legends explain them.
That's enough for now.