In short, because you love to solve problems and learn more in your field. It usually involves working with a small group of students and a professor. WebGURU has a nice guide explaining what you can expect from a research opportunity.
For summer research programs, you should start looking in late fall. Many have application deadlines of January or February. S-STEM usually holds a workshop on finding and applying for these during early December - see the calendar.
The College of St. Scholastica
1200 Kenwood Avenue
Duluth, MN 55811