The traveler has no explanation. It appeared right before humanity was attacked. People didnt know what to think of it, but what they did know, is that this was clearly sent to protect the people, but after it sacrificed itself for the people, it never left and stayed in orbit silently hovering over earth. So the remaining people thought they should build a city under it, because althought it was destroyed, it still gave off some power and protection. From what Deej has said, the real mystery of the traveler will be revealed in the next games

Its a duck egg!

Look at the concept art and figure it out

A sexdoll.