Do you have any idea why the weather changes?
There are hundreds of factors causing the weather to change. On a day-to-day basis, the weather changes because the Earth rotates (since there is nothing in outer space to stop it from rotating). That means that the Sun shines on the Earth in a changing way, causing heating and expanding the air. That makes wind and evaporation. Water vapor is lighter than air, so it rises (as does warm air, being lighter than cold air). That condenses into water droplets at high altitude, forming clouds. So already you have wind and clouds...how would that be stable, given that the shifting wind (again, the Sun shining differently over the Earth as it rotates) has to blow in different directions over uneven terrain? The subject of meteorology is far beyond the scope of this forum, but there are many online resources for you to study it. I would start here: http://education.nationalgeographic.com/encyclopedia/meteorology/
In short, weather has to change for so many reasons. But your subject line was the word "climate." Perhaps you mean, "why does climate change?" There are many reasons for climate change (climate being "average" or "expected" weather). Some are natural, like volcanic eruptions and the Earth's shifting orbit. A massive volcanic eruption can cause temporary cooling due to massive reflective clouds of ash...and long-term warming due to CO2 emissions. The precession of the Earth's axis in its orbit (wobble) will cause a difference is the seasons over many thousands of years. Man-made effects like CO2 emission are hard to gauge on top of this natural variation, but barring a sudden event like volcanic eruption or meteor impact these climate shifts generally take tens of thousands of years to occur. Recently, we've been able to measure the increase in man-made CO2 emissions and a very rapid (decades, not tens of thousand of years) increase in temperature and sea levels. Again, this is a huge field of research (and political debate). I would start here for climate change: http://climate.nasa.gov/