The answer to this is connected to a special property of a sphere compared to any other three-dimensional shape: for a given volume, a sphere is the shape with the smallest surface. So, if you would for example take some play dough, form different shapes such as a cube, a sphere, and pyramids with different base shapes, a cone, a cylinder, a doughnut, anything, and measure the surface of these objects, you will find that it is smallest for the sphere. This becomes relevant to your question because exposing a surface of a material costs energy, a fact that is described as the material having a "surface tension". So how exactly does this connect to your question? Well, at some point early in its life, the earth was most likely a liquid mass of matter, "suspended" in the weightlessness of space. As for any liquid, the surface tension aims to minimize the amount of exposed surface. In the absence of a stronger force (such as gravity on earth, which will spread e.g. a spill of water on your desk), this force makes the liquid form a sphere, since that shape has the smallest surface for a given volume. So this is why the planets and stars have essentially a spherical shape. Other factors such as the rotation of the earth may lead to minor distortions of the shape, but it's pretty close.