Because games are the perfect combination of things I like. Challenge, good stories, soundtracks and like all already said, it's fun.

To evade my mind from mind-numblingly unbelievable ugly reality sorrounding me.
And because its a challenge to my skills and its fun to watch and listen too!!!

in games you can do stuff you can't do in real life, either because it's impossible to or because it's illegal to.

+ the whole "escaping from stupid reality to a world where things seem to make sense and are comfortable" as others in this thread have said. 

Because it's amazing fun and/or a good challenge. Plus, since my favorite genre is RPG's; there's also the thrill of exploration and uncovering a well written story (is one such is present).

I been gameing since 1978.its a part of my life I will never stop lol