It is impossible to know for certain why some people think that men are superior to women. It is clearly something that has deep roots in our society since we are only now starting to greatly reduce the number of people who think in this way. However, we can only speculate as to why so many societies have seen men as superior to women.
I would argue that this comes about because physical strength was extremely important to many societies up until the last 100 years or so. In societies that do not have much machinery, it is important to by physically strong. Strength is needed to do many kinds of agricultural work. Strength was needed for warfare, particularly before the invention of guns. It is a biological fact that the average man is stronger than the average woman. Women were also particularly unable to do these sorts of physical activities while pregnant or while nursing young children. This meant that men were more able to do things that were economically important and men were more able to participate in military action.
I would argue that this made men more economically and politically important in early societies. Because of this, men came to think that they were superior to women. They came to explain their superiority in religious and in pseudo-scientific ways. They set up societies to maintain their dominance, doing things like preventing girls from going to school or having women wear clothing that made it hard for them to do anything physical.
Thus, men’s greater physical strength was the original reason for people to think men are superior. As physical strength becomes less economically important, the idea that men are superior has started to decline.