The reason Earth has liquid oceans has to do with a few factors. Much of the water on Earth comes from processes that occurred during Earth's formation and cooling. So that is how Earth got water in the first place. Earth still has this water mostly due to its gravity and its magnetic field. Earth's magnetic field protects the surface and atmosphere from things like solar wind, which could strip the Earth of its water and atmosphere if it got too close. The gravity on Earth is also strong enough that the water and atmosphere molecules stay on or near the surface, instead of flying off into space. Finally, the reason Earth has liquid oceans (as opposed to being frozen over with ice) is because it happens to orbit in the hospitable zone of the Sun so the temperatures on Earth remain at a range where liquid water can exist on the surface as the oceans we have now.

There are other planets and celestial bodies that do have water, just not the same way that we know it on Earth. At one point in time Mars had water, but it no longer has a magnetic field to protect it from solar radiation and it is smaller than Earth, so the gravity is not as strong. Any water that Mars might still have is frozen beneath the surface. Also, Europa, one of the moons of Jupiter has evidence of water, in the form of large frozen ice sheets and possibly subsurface oceans. Europa is very cold (surface temperature -160 degrees C or -260 degrees F) so any water on the surface is frozen and if there did exist liquid water it would have to be below the surface.