The answer to this has differed in different times and different places.
For example, if we go back to the beginnings of the Neolithic Era, change came mainly from geographic circumstance. As Jared Diamond argues in Guns, Germs, and Steel, some areas of the world had more access to domesticable plants and animals. They developed agriculture and therefore came to have civilization.
At other times, religious passion has been a greater driver of change. We can see this in such episodes as the Protestant Reformation. You can also argue that it is helping to drive change in the Arab world today.
At still other times and places, the desire for economic prosperity has driven change. We can see this, for example, in the Industrial Revolution. During this time (which we can also see today in such places as China), people wanted mainly to have a higher standard of living and more wealth. This drove them to change the world in important ways.
All of these factors have been very important at different times and in different places.