Maybe it is not surprising if one thinks that parabolas, hyperbolas, circles, and ellipses are relatives because they all have kind of the same form of equations, i.e.,
$$ Ax^2 + Bxy + Cy^2 + Dx + Ey + F = 0, $$
where different values of $A, B, C, D, E,$ and $F$, as well as their relations, give different kinds of curves.
But how did people figure out they were all conic sections (how could one see a cone from that second-order equation)?
Or was it the case that someone were playing with cones and somehow wondered how a cone could be cut in different ways and figured out that the edges from those cuts were all related through the above equation?