You need a force to accelerate an object because of its inertial mass.
Inertial mass is the "[itex]m[/itex]" in [itex]F=ma[/itex].
Gravitational mass is a property of massive objects that governs their force of attraction in gravity.
There is no reason that these two have to be equal a priori, but there are very good reasons to believe this is so.
The best reason I can come up with, is that in the absence of all other forces, the acceleration of an object due to gravity doesn't depend on its mass (so far as we can tell experimentally).
If gravitational and intertial mass were not equal, then more massive objects would fall at a different acceleration than less massive objects (not counting air drag and such).