This question is far too broad for this forum. In fact, entire books have been written on this topic. An extensive review by Wohlrab, Stahl, & Kappeler (2006) "Motivations for getting tattooed and pierced" divides the literature into 10 broad categories of reasons:
Beauty, art and fashion
I think that some things are fun because our brain knows that the activity can make you happy and release dopamine.
For example, say you're going to play a game that you've never seen or played before. At first you probably won't be that in interested in it. But when you start playing it, you start to like the game. Then your brain documents it as fun, So ...