I sort of go along with the recurring theme here in that it is very satisfying to know how things work, and physics describes how things work on a more fundamental level than any other branch of science (using mathematics as its means of communication). Also, for some people such as myself, well, I love math, but math is much more meaningful to me if it has a level of physical significance on our existence.
The real reason why I want to study physics?
The truth is, while I thoroughly enjoy physics, I'd be just as happy in chemistry, biology, geology, astronomy, or whatever. Actually, I enjoy just about every intellectual field beyond the natural sciences: social sciences, computer science, economics, politics, philosophy (philosophy is actually huge for me), literature, poetry, art, and music. I was tutoring someone, and they asked me if there was any subject that I didn't like, and I paused for a moment, as I had never thought about such a question before. After very little thought, I concluded that my answer was no, there aren't any subjects I don't enjoy. I like them all, and I'd probably be just as happy in a career in any of them.
So, why physics? Well, I'm not quite comfortable discussing my real reasons here yet. I feel they will appear rather alien to most people in the scientific community. For now, let's just say that it has something to do with the saying that "knowledge is power."
Well, I guess employment opportunities might be a factor too. But if it was employment that I was worried about, I'd be pursuing medicine. Which I do, in fact, consider from time to time, on and off.