Being specific requires a longer answer than this site is conducive to. Personally I suspect that the development of the state (and hence government) is wrapped up with the development of agriculture and civilization in that people became more sedentary, had crops and excess food stores to guard (hence the rise of armies, which could also be used to expand territory to feed the population boom from sedation and increased access to food surplus). Government likely arose as more and more aspects of society needed to be managed, and as those with power went from being informal power holders to more institutional. With the development of institutional power and bureaucracy there also develops a desire to hold on to that power. In some cases the power holders were more like big men in a band society, gotten too big for their britches, in others it likely leaned more towards the priesthood (those who held shamanic powers, and later measured the passing of time and seasons). In most cases it isn't really clear cut, and it was sort of a combination.
How exactly it happened is probably a little different in each place that states arose, and I am not going to pretend to be able to cover that with any particular expertise (a good start would be checking out Perlman's "Against His-Story, Against Leviathan" http://theanarchistlibrary.org/library/fredy-perlman-against-his-story-against-leviathan
As to why I don't think it is necessary in today's world? I don't know that I can answer that. Government is a reality of today's world, and I hate today's world. I want to destroy it and everything about it. Maybe government is necessary (I don't think so, but, /maybe/) that has no weight whatsoever on my desire to eliminate it.