Mathematically? True random numbers cannot be.

Electronically?

Either listening to environmental noise (human input, but mostly these things called ring oscillators that are basically chains of not gates and the initial state combined with noise, temperature and process variation).

The real magic is taking some noise source and hiding most of it (think modulo operation or similar) so people see large variations without being able to sample enough of it to find patterns, ie if the source is thermal variance, it might have a sine wave effect but you take the lowest significant bits only, and hide the biggest bits so they can't easily model the pattern.

There's more, lot of finite field math and transforms, whitening functions, etc.