Our world is ruled by disorder. Ask a physicist why time is perceived as flowing in a direction and they will say it is due to entropy, which merely is a scientific way of saying disorder.
The universe is increasing in disorder (entropy), thus time appears to flow in the direction of past to future. In the past, there was less entropy and, therefore, more order. In the future, there is an increasing amount of disorder.
Take this from a cognitive perspective for a second. Your past is comprised of events that happened. They feel more concrete and solidly grounded in existence, because we know (or believe ourselves to know) that these certain events did in fact occur. Now, go the opposite direction and think towards the future. The future is ruled by probability. Thinking of the future from the present is like running probability simulations of what is likely, or possible, to happen in our lives.
The real question becomes: Why was there order to begin with?
In the opening lines of the Bible, it gives rise to the notion that, before there was light, there was a great void, formless and dark. In this primordial state, we find a state of complete individualization — even all the particles are in isolation, as to have yet formed a connective bond to one another.
It is this initial bond that fulfills the verse of “‘Let there be Light'” (Genesis 1:3).
A non-Biblical analogy is the science of your brain. Think to that first neural connection forming in a burst of energy. This initial burst of life cannot be understood, nor meaningfully explained. And, even if we somehow could meaningfully describe life itself, it would encapsulate all the words that have ever used to describe life. It would be all that ever was. Regardless of the mechanism of how, the result was that your brain formed neural connections and has continued to do so throughout your life forming neural networks.