I agree with many of the previous reasons, but my main reason is, I write to be free of the burden of reality. So many ideas, that need to come out, or else the world seems too bare and colorless. Me trying to express a story while chained into the rules of reality is somewhat like a musician trying to express feelings through words. You can't, that's it. How can you express something without the means or words for it? When a person needs to let go, a story is the best way. It has no rules to stop it, and is so free. If I need to chain myself to ideas that I set down earlier, or to reality, then I don't write. I can let go of reality. That is why I write.
So, why do you write? Don't hesitate, contribute! Tell us your reason for writing.