Why are there taxes being taken out of your tax return?

This question is fairly ambiguous, not only because of the vague nature of the question, but also due to the complex nature of the answer.

First off, the simple answer is that all Americans pay taxes. It is a part of life, and you cannot (legally) avoid it.

The question becomes more complex if you are referring to why deductions are made on your tax return. Deductions exist in the tax code to promote certain behaviors.

Not every dime that you earn should be taxed, depending on how it is spent. For example, if you are immediately spending your money on an education, it makes sense to deduct those amounts from your income in order to promote the act of getting an education. On the other hand if you use your money to buy a yacht, you will likely have to pay fairly heavy taxes.

There are an enormous number of things that you can do to "shelter" your income from taxes, and most of them exist due to the whims of congress. If you want to gain a complete understanding of your tax return, then there is an enormous amount of literature provided by the IRS describing all aspects of the tax code.