Neuroscience is my specialty. What we call consciousness is thought to be an evolutionary elaboration of a property of cells called "irritability", which is the cell's ability to respond to signals from its environment. There are many manifestations of this: chemicals binding to protein receptors, light interacting with proteins (as in photosynthesis), mechanical forces causing cell movement, bacterial chemo-taxis, and the list goes on.
The analogy is like this. What we call eating and elimination are analogous to cell metabolism. As a whole organism we must eat to replenish the body, and eliminate the waste produced. A single cell must also absorb nutrients to maintain itself and eliminate the waste products.
So, it is like a fractal. The same functions displayed by individual cells also manifest at the level of the whole organism. So, as the GI tract is the organ analogous to cell metabolism, the nervous system is the organ analogous to cell irritability. One could imagine that what we experience as our personal consciousness is in fact like taking an integral over the irritability of all the cells in our nervous system. Many people focus on the neurons, but all the cells in the brain contribute to the brain's function.
Now, this form of explanation is not really an explanation as much as it is a description of our biology. The obvious question arises: why are cells irritable? Because, irritability is basically the individual consciousness of an individual cell. Well, one then realizes that the response properties of cells to stimuli come from the action of the molecules and forces that make up the cell. The immediate forces are non-covalent interactions, mainly poorly understood even in terms of physics, such as forms of adhesion (consider Velcro or glue). These are emergent properties that stem from the assemblage of molecules of which cells are composed.
But let us grant that physicists eventually come to understand such "derived" forces in terms of the elementary four forces of the universe: electromagnetism, gravity, strong and weak nuclear. Then, it is clear that there is a potential contained in these forces to combine in ways that cause complex molecular assemblies that self-organize and display irritability.
Thus, the issue of consciousness presumably links back to somehow being an inherent emergent property of the forces of nature.
Again, this is all relatively uncontroversial, but building such a chain of explanation is not really an explanation as much as just being a description of how things are organized in the world. And I think it is clear to any thinking person that a description of something is not the same as an explanation of something.
So, if you follow this far, then you can appreciate why the Greeks thought that Atlas, who held up the world, stood on the back of a tortoise, and this tortoise was on top of another tortoise who was on top of another tortoise, all the way to infinity.
We have simply replaced Atlas and the tortoises with language of modern science. It is still an infinite regress. The short answer to "why are things conscious" is that it seems to be a property of the universe to display consciousness.
Now, there is one great man who thought about this problem and constructed what I consider the best explanation. This was Gottfried Leibniz, the man who invented calculus. Leibniz invented the idea of a "monad", and he considered monads as the basic units, the atoms, in the sense of being the indivisible units of reality. The monad, as an atom, is pure consciousness. So, Leibniz came to the conclusion that the reason there is consciousness is because consciousness is the fundamental building block of reality.
Monads are what everything is made of: us, cells, atoms, quarks, electrons, etc. These are all different forms of monads. According to Leibniz, they are all different forms of consciousness, and they combine in fractal patterns to make forms of consciousness within forms of consciousness within forms of consciousness. And this pattern goes in both directions from the infinitely small to the infinitely large. According to this idea, just because something does not seem to be conscious in the same form we are conscious does not mean it is not conscious.
This is how Leibniz solved what is called the "mind body problem", which is really the heading under which your question falls.
If one wishes merely for intellectual understanding of the nature of our consciousness, it is my opinion that Leibniz' ideas are the best available.
If you wish to go beyond mere intellectual understand to a deeper level of awareness of these issues, then I suggest you look up and study the works of a writer named Patanjali.