Nicotine is one of the most addictive psychoactive substances known, and smoking tobacco is *the* most effective method of delivering the drug to the body. In at least one study involving students, it has been shown to be even harder to give up nicotine than heroin.
Also, some people find it very easy to get addicted, and they can get addicted to alcohol, gambling, tobacco or even pain. Those of us lucky enough not to have this particular peculiarity in our brain chemistry can't possibly fully understand the attraction of being addicted to something.