Why does the apple fall?
Some ancient religious types said it was because the Earth is at the centre of the universe and everything has a tendency to settle there, at the proper position of absolute rest. They were wrong of course, but they still answered the why question.
Newton's answer was that there is a gravitational force between the apple and the Earth proportional to the product of their masses divided by their separation squared. Right, so there's your why question answered.
But wait: why is there a gravitational force between the apple and the Earth in the first place? Even Newton (nor many of the geniuses that came after him) didn't know why. They don't know how it works, you say? And Newton was also wrong, by the way.
Well, Einstein's answer was that there is no gravitational force whatsoever! No: instead in the presence of matter/energy, spacetime is curved. The upshot of this is that particles left by themselves follow geodesics (their motion satisfies the geodesic equation) and there are terms in those geodesic equations that are related to the curvature of spacetime.
But wait: why is spacetime curved in the presence of matter/energy? Even the great Einstein has no answer to that question. He doesn't know how it works, you say?
So, my point is that firstly answering "why" in physics can get you a better understanding, but always leaves behind another why question (see note 1). The onion that is nature has an infinite number of layers, if you will. What the first two replies to your post were trying to say was that if you have asked your questions hoping for some kind of final definitive answer, then you won't get them.
"But," I hear you say, "I didn't ask for a final definitive answer." Well in that case I can kind of unravel a layer and answer the first why question. The reason is that electrons are leptons which cannot posess colour. Protons are made up of quarks which do. This allows 3 quarks to exist together (as there are 3 colours). A proton is made up of 3 quarks (up, up and down quarks, if I remember correctly). Furthermore they are basically orbiting their common center of mass (in the same sense electrons orbit nuclei), all in their gluon field. The proton is basically what these 3 quarks doing this stuff looks like from far away: we can't see their gluons, and they weigh a lot more because of the energy of the gluon field.
But, of course, you can ask why don't leptons have colour? And that is a question I cannot answer, as we just don't know. And that's what the first two replies were trying to say, but perhaps in less words. Never mind, though, you didn't ask for a final definitive answer, anyway.
1. An interesting sidepoint regarding answering why questions in physics: in mathematical terms, answers to why questions (when correct, of course!) become simpler, but in layman's English, they become more and more complicated. See how the concepts used became more and more technical each time a why question was answered above.
A general note on forum behaviour: when you have just joined a forum it is not nice to behave unappreciatively to people who try to answer your questions. It just plain puts you in a bad light. And whilst you may not care for that, the quality of answers you get to your questions usually highly depend on that.