An alternator consists of moving a magnet within copper windings to generate electricity.
I believe electricity is the flow of electrons.
I also believe that you can't destroy or make matter and energy just convert one to another.
So where do the electrons come from?
As already mentioned, the electron are already there in the winding of the coil and the conductor. Electricity is the
flow of those electrons. If the alternator is connected to a closed circuit, the electrons flow in a loop through the alternator coils, the conductor, load, and back to the coils. The energy that, for instance, lights a light-bulb comes from that movement of electrons, and the energy in the movement of the electrons comes from the energy of the movement of the magnet.
One other thing. Since current is flowing through the coils, this in turn causes the coils to be electromagnets themselves, and of a polarity such that the interaction between them and the magnet resists the motion of the magnet.
The action of moving the magnet past the coils produces a counter electromagnetic field that opposes the motion of the magnet.
The faster you move the magnet, the more current you generate and the stronger the counter electromagnetic field produced by the coils.
If you have an alternator hooked up to a light-bulb as a load, turning the alternator at a greater rate produces more current, causing the light to glow brighter. However, the greater current also causes the alternator to "push back" harder against your attempts to turn it. The result is that the more energy per sec produced by the light, the more energy per sec you have to supply in order to turn the alternator.
So the energy used by the light ultimately comes from whatever is turning the alternator. It is the conversion of mechanical energy to electrical energy, to, in the case of a light-bulb, light and heat energy.