We have several examples—at least in insects—that suggest that "learned" behaviors and "instinctive" behaviors use the exact same "hardware" in the brain. For example, take a fly encountering a smell for the first time. That "smell" goes through a number of structures in the fly's nervous system, from olfactory receptors to other nerve cell networks that identify those different inputs, filter out noise, and ultimately evaluate how to react. This network is capable of changing based on experience...if the is evaluated as "neutral" the first time, but then the fly gets hurt, perhaps the next time the same network will identify the smell as "dangerous," with an evaluation of "run away from that smell!" Running away from this smell based on prior experience would be a "learned" behavior.

Now take the same fly, and expose it to sex pheromones from its own species. The smell of sex pheromones goes through the exact same olfactory system as every other smell...receptors, identification, evaluation. But even the very first time the fly smells it, its identification/evaluation system connects that smell with sex. It doesn't need to experience sex a few times first to "learn" what that smell means...within that plastic, malleable olfactory system, a few connections came already pre-made, and those connections draw a bright line between sex pheromone olfactory receptors and sex, exactly as if the fly had learned to make that connection.

Separately from this, we also know that some species—like mice—can pass certain learned associations to their children and grandchildren through epigenetics. When a mouse makes a traumatic-enough association with a certain smell, that mouse's body is able to make alterations to how certain bits of DNA will be expressed in their offspring. Even when in-vitro fertilization is used (to rule out the mice somehow teaching their children about the truama), offspring show increased behavioral sensitivity to the same smell that traumatized their parent or grandparent, but not to other smells.

So between these lines of evidence (and some others), some scientists hypothesize that all instincts, from insects to mammals, are evolutionary hijacks of our "learned behavior" systems. Essentially, while animal brains (including ours) are often very flexible and adaptable, which lets us learn new behaviors over time, those same "teachable" systems are capable of developing with certain specific "learned" behaviors already built in.