Many answers (some better than others).
Here are two explanations:
The logical way of thinking is that pressure is formed because of the presence of particles. Particles have mass. Things with...
At lower elevations, more air is pushing down because of gravity. Just as if one were to go 100 ft below a lake vs. 10 feet. There is more air, just as there was more water above you in the lake,...
A high pressure forms when a certain "pocket" of air is colder than its surrounding environment. Cold air is more dense and so therefore it sinks. This sinking air creates a high pressure zone. A low...