Kefir is a grain or rosette which can ferment sugared water or milk. It is a symbiotic relation between a bacteria and fungi. They use Milk and Water Kefir as two different products. The grains will create a drink that is a natural probiotic source.
Many sources on the internet claim to know the origins. Milk Kefir probably originates from the Kaukasus. It is more unclear with Water Kefir. There are stories linked to Japanese crystals (Tibi), or a Mexican cactus. They even found references in ancient Egyptian writings?