"Evolution of the Violent Class" by ChaosMotor
We have governments because historically some persons have used violence to dominate and control others. Government is the embodiment of the organized use of violence to assume control over society. Pre-government societies eschewed violence (internally to their tribe) and instead used cooperation and mutual consent to organize society (internally to their tribe). Violence was only used as-necessary against "outsiders" and even then in a limited context. Look up egalitarian cultures for more info.
The origins of government come from the origins of agriculture, which created our first sedentary society and eliminated the prior social context of egalitarianism and generalization (everyone basically knew how to do everything the culture needed to survive).
Having a surplus meant that humans could support non-hunter-gatherers, which allowed for specialization like basket weaving, farming, and weapon making. However, specialization also meant that the persons now farming were less able to provide their own defense, and that in bad times, society would be dependent upon the saved surplus of the farming class to survive.
Immediately, the warring class realized they could control the farming class through force of arms. That was the first government - the leader of the warriors, who dominated the farmers and thus controlled the rest of society.
Throughout all of history since then, the story of mankind has been the story of non-violent specialists attempting to constrain the actions of the violent through non-violent means. Initially the warrior class could do whatever the hell they wanted. Over centuries, specializations developed to such an extend that the warriors were forced to recognize the need for fair treatment of other classes, and the Code of Hammurabi was born. Further developments resulted in things like the Ten Commandments, and eventually, the Magna Carta and the Constitution.
Since the infliction of government, all but the violent classes have been working to remove the assumed power of the violent classes, and modulate their remaining power through legal restrictions. However, as government is the organization of society through the use of violence, this has been a dichotomous struggle of decreasing the government's assumptive right to inflict violence while increasing its assumptive right to control the population in other ways.
The end game of human society is the constraint of the violent classes to such an extent that no person recognizes the right to inflict violence on others to achieve their goals, and that all goals must be pursued through consent and mutual cooperation - a return to the social more that humanity evolved from, and only recently left due to specialization. Our species is marked by communication, and communication is not useful in species that interact through violent conflict, it is only useful in species that interact through cooperation.
In short, we have governments because some people are willing to use violence to achieve their goals. Those who aren't violent have attempted to reduce this negative interaction by negotiating with the violent to reduce the right to use violence within smaller and smaller contexts, but in this exchange, have necessarily given up some of their inherent rights to placate the violent.
I consider myself an end product of this millennia long process, in that I do not recognize the right to use violence in any context, save against persons who have already initiated violence, and only then in order to defend myself and those who cannot defend themselves.
*minor edits by JamesCarlin