He was definitely NOT born with them. For one he is an uzumaki, not an uchiha. Two, you think as a child he killed his best friend in order to get the MS, then implanted his brothers eyes in order to get EMS, which then evolved into the rinnegan?(because the rinnegan is part of the sharigan evolution in case you missed that). Tobi/Obito claimed to have given nagato the rinnegan. He wouldn't have done it out of impulse he had something planned. The real madara also knew nagato, which is probably tied to how nagato got the rinnegan