Why does anything exist?
The whole universe consists of a cosmic self playing hide-and-seek, hiding from itself by becoming all the living and non-living things in the universe, forgetting what it really is; the result being that we are all IT (the cosmic self) in disguise.

I therefore assert that our concept of ourself as an "ego in a bag of skin" is a myth; the entities we call the separate "things" are merely processes of the whole.

So: why? To keep ourself(s) amused. And to thus better understand our 'bigger', cosmic self by means of understanding our parts, individually.