Because that is what the developers of Java said to do. It is in the manual and what the default Java compiler expects. It can be changed if you are willing to work at it, but most people wouldn't have the need or desire to do so.
Now, as to why they chose it to look exactly the way it does, that is open for debate. One popular answer is that since Java was modeled closely after C, and that main is typically the starting function for a C program, they kept it the same.
Note: C doesn't always require main, but not using it requires you to know what you are doing and develop appropriate workarounds.
