Nicotine is an extremely addictive drug, and not having it when you are addicted makes you have cravings, where you feel like you 'have' to have the drug.
Inhaled tobacco smoke is especially addictive because it delivers high doses of nicotine to the brain very rapidly.
People also get into the habit of smoking at certain times, like at parties when friends are smoking… and they can find it is hard to be the non-smoker.