Cohesive forces holds stuff together, these forces being strongest in solids. However, why don't things (say, a stone) stick back together if I push them close?
It's not easy to get the right circumstances though, for two reasons. First, although the cohesive forces are very strong, they are also very short-range, basically requiring that the atoms of the two pieces being bonded are almost touching. Even a few air molecules between the two pieces will get in the way, which is why cold welding usually requires a vacuum. Second, when an object like a stone or a stick is broken, the edges of the break are enormously deformed at an atomic scale, so the two pieces no longer fit together closely enough for the bonds to reestablish themselves; this is why metal surfaces must be very highly polished before they will cold-weld.