I believe you are a:
If you remove a letter from me, I'll become a Giant.
This is the only part I am not yet fully satisfied with, but if we remove the 'B', a ROOK is a very large member of the Corvid bird family (much larger than crows and others in this family).
I also considered BROK (a dwarf character in God of War, so the opposite of 'giant'...) and BROO (a beastly race in Warhammer, though not specifically giants), but could not find something with a noticeably closer connection...
Replace that and remove another letter, I'll enlighten you.
If instead we remove the 'R', we find BOOK - something which can enlighten you when you read it to obtain information and get to know more about a story.
Replace again and remove 2 letters, I'll be your buddy!
Instead remove the final 'O' and 'K' to get BRO - a slang term for buddy.
Replace again and remove 3 letters, now I'll be alright!
Instead remove the 'B', 'R' and an 'O' to get OK - a synonym for 'alright'.
As for the title:
A brook is a small stream, part of the natural world. If you believe in Creation you would argue that the Creator (or 'Lord') had made it...
Not only that, but (as prompted by the OP in comments) Alfred, Lord Tennyson famously wrote a poem called 'The Brook' - hence 'Lord created me...'