(Assuming you mean *no government*, rather than *no leaders*, which is what anarchism literally means).

It comes down to the economics of violence.

Say you get rid of all govt etc. Pretty soon someone with greater capacity for violence is going to come around and take your stuff, rape your women etc.

So a few of you get together and pool resources to defend yourselves - which is economically much more efficient than trying to all do it alone.

Boom: you now have government. You need to raise taxes (get contributions to the pool), have some sort of decision making about how to defend yourselves etc. Rather than live by volunteering it probably makes sense to have some people to focus on particular aspects of it, and they'll need to be paid for their time.

At that point you might as well use the structure to do other things that are economically more efficient from pooled resources, like maintaining communal roads.

Note that even if you don't get together and pool resources successfully, you will be ruled by whoever has most capacity for violence - and they will be your government instead.