The appearance of oxygenic photosynthesis in cyanobacteria is a major event in evolution. It had an irreversible impact on the Earth, promoting the Great Oxygenation Event (GOE) ~2.4 billion years ago. Ancient cyanobacteria predating the GOE were Gloeobacter-type cells lacking thylakoids, which hosted photosystems in their cytoplasmic membrane. The driver of the GOE was proposed to be the transition from unicellular to filamentous cyanobacteria. However, the appearance of thylakoids expanded the photosynthetic surface to such an extent that it introduced a multiplier effect, which would be more coherent with an impact on the atmosphere. Primitive thylakoids self-organize as concentric parietal uninterrupted multilayers. There is no robust evidence for an origin of thylakoids via a vesicular-based scenario. This review reports studies supporting that hexagonal II-forming glucolipids and galactolipids at the periphery of the cytosolic membrane could be turned, within nanoseconds and without any external source of energy, into membrane multilayers. Comparison of lipid biosynthetic pathways shows that ancient cyanobacteria contained only one anionic lamellar-forming lipid, phosphatidylglycerol. The acquisition of sulfoquinovosyldiacylglycerol biosynthesis correlates with thylakoid emergence, possibly enabling sufficient provision of anionic lipids to trigger a hexagonal II-to-lamellar phase transition. With this non-vesicular lipid-phase transition, a framework is also available to re-examine the role of companion proteins in thylakoid biogenesis.