The ancient egyptians built them Some people think it was aliens and others the people of Atlantis but I think this is far fetched. It also belittles the human ingenuity. Go to any provincial museum and see the array of flints on show and you will see that these early people were not stupid.
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Because they were built for the kings/pharohs of Egypt.
Ancient Egypt the step pyramid of the Pharaoh Djoser at Saqarra built c.2650BC
It was mainly built for the honor of the kings and queens so that when they died they could be buried in it.
If you're talking about the Pyramids built in ancient Egypt the size of the Pyramid represented the leader's (or in their case pharaoh's) importance.
The word comes from the ancient Greek version of the local name - the Greeks called it Aigyptos which English speakers much later anglicised to Egypt.