I understand this question's a bit Euro-centric and that feudalism tends to prefer to what society was like post-Roman but how and why did humans find themselves in a society that was reigned by a monarchy and operated on a class system of warriors and farmers and serfs? I want to say it seems that such a system would exist before the Roman Empire but maybe on a much smaller scale.
What was the alternative? How did we go from hunter-gatherers to kingdoms being made? And why were kingdoms made, then expanded and battling others?
Before other response come in, you might be interested in this responses concerning the early medieval serfdom by u/Libertat and this AMA thread about feudalism in general.