Because you tagged this with "Chapter 14" and "Guns, Germs, and Steel" I assume that you are asking about this question specifically in the context of that book. I have moved your question and will answer it based on that.
In Chapter 14 of the book, Diamond argues that governments are created when the population of a given group becomes too large to be controlled in traditional ways. Traditionally, people in a group did not kill one another or otherwise offend one another because they were tied together by bonds of kinship and friendship. Everyone in a group of people was either related or at least connected to one another by mutual friendships. In such a situation, you wouldn't steal from someone else or kill them because you have connections to them.
When a society's population gets big enough, though, these connections disappear. Even in a small town like the one I live in, there are about 20,000 people. I see many people every day that I am not related to and do not know. There is no social mechanism to keep me from attacking such people or having conflict with them that would boil over into something very bad.
Therefore, when a society's population gets to be big enough, it needs a government. It needs some authority to prevent people from harming one another now that they are not tied by kinship or friendship. This is why governments are created--to serve this need.