Monarchies originated for a newly founded society to function with a leader at the top. They originated at around 3000 BCE most likely in Egypt or Sumer and kings and queens held a divine status there and in many countries after them.
It is difficult to change a type of government in general because that requires changing many parts of how that particular society works. And since the monarch class holds most or all power in a given state it is very hard to convince them that they should stop ruling. This is why violent revolutions against absolute monarch rule happened many times in history.
