Well, I suspect that it comes from a time when we didn’t have scientific explainations for things, so people invented myths to explain them. Take the story of Percephony. It was said that Hades, the god of the underworld, had abducted Percephony. When Demeter (Percephony’s mother and the goddesss of the earth) found out, she became sad, and that brought on the winter. When Persephony was release and reunited with Demeter, she was happy and the earth grew warm. Every year, the abduction and return happens again, which explains the seasons.
Of course, now we know better. The ancients knew nothing about the motion of the planets in the solar system, or the tilt of the earth. The above explaination must be wrong, because we know that when it is summer in the northern hemisphere, it is winter in the southern hemisphere.
Humans are funny creatures. When there aren’t any good explainations for things, instead of accepting the fact that they don’t know, they accept bad explainations. I saw an example of this on ‘I’m a Scientist’, where a student said that she believed that god caused the big bang when in fact, nobody has any evidence for anything before the big bang! Many myths exist to explain something – be it natural disasters (eg Noah and the flood), or things like the changing of the seasons. This, I think, is the reason we have so many myths.