This question has been asked for millennia, ever since pi was given in the Old Testament as, quite simply, three. (Back then it was much easier to memorize.) The answer is a lot more complex. Most people respond with, "Oh, I'm sorry, I didn't know anybody cared" or even "Mmmmmm...pie." My answer is that those who memorize pi either (a) are bored, (b) have way too much time on their hands, or (c) are fascinated by the history of this almost mystical number.
But - hey! Why don't you come up with your own reason? First, however, you need experience. In other words, start memorizing pi.
Should you accept your challenge, this site will help you get started on your quest to memorize as many digits as pi as you possibly can. Fortunately, the sky's the limit; enough digits have been found to keep you busy for quite awhile. This site will give you hints and techniques, some fun facts about pi itself, and 10,000 digits to, hmm, get you started. Pointless as it may seem, give it a try. And it's easier than it looks!