The man who started it all, Rowland Hussey Macy (1822-1877). On October 28, 1858, he opened the first R.H. Macy & Company store at Fourteenth Street and Sixth Avenue, in Manhattan. In his early years, he spent time as a whaler and received a tattoo of a red star on his hand. It became part of the Macy's trademark.
Photo from Wikipedia / "Pionic"

By the turn of the century, the Macy's enterprise had outgrown its original Manhattan location. A new store was built at Broadway and 34th Street (Herald Square), that was dedicated in November 1902. The photo above shows said store as it appeared in 1908. The structure would be expanded to over 1 million square feet in 1924.
Photo from Library of Congress

R. H. Macy & Company acquired several American department store chains between 1924 and 1947. Toledo's LaSalle & Koch (LaSalle's) was the first, followed by Atlanta's Davison-Paxon (Davison's), Newark's L. Bamberger & Company (Bamberger's), O'Connor & Moffat (which became Macy's California) and John Taylor Dry Goods (renamed Macy's Kansas City).