Weather changes because differential temperatures cause density changes in air and water, and the resulting pressure gradients stimulate the movement of air masses. Coriolis forces contribute to the effects.
The Sun is the prime mover in all this. Sunlight heats the surface of the earth, and does so selectively because areas farther north or south do not receive the same amount of solar energy. Atmospheric effects influence the weather. Clouds reflect sunlight. Fires, volcanic action and human activity fill the air with a variety of gases and particulates that absorb or reflect more sunlight, each according to its own properties. All of this, the weather, is a dynamic process. It is in flux; it is changing. And the complexity of weather presents us with challenges in managing everything from the growth of food crops right down to planning the logistics of our daily lives.
The latitude, elevation, air pressure, cloud cover, and albedo of the surface, along with the effects of nearby water areas, are what cause the uneven heating of the Earth's surface, so that different areas will have different temperatures.