This is a huge question. First off, there is no experimental research that suggests the four forces could be combined as one - it's strictly theoretical ( for now). The standard model of particle physics is built from the idea that electromagnetism and the weak force become one at very high energies - called electroweak force. So far, strong force and gravity are still loners ( especially gravity - we aren't really sure what to do with gravity which is where string theory and quantum gravity come into the picture) someone may choose to elaborate on this, or just research it on the Internet.
The four forces were theorized to "split" due to something called spontaneous symmetry breaking. This is another interesting and subtle topic. I suggests you type it into google and read around or look at the many posts on physics forums discussing this topic. The idea of spontaneous symmetry breaking keeps many physicists busy - like Mr Higgs!... (Or well it did a few decades ago anyway!)