Why there is super-massive black holes at the center of our galaxy and other galaxies ?
Because at the centre of the galaxy, there is much higher star density, and thus, much higher chances for having huge stars.
These stars will inevitably collapse, forming black holes. These black holes if located at the center of a galaxy, are able to easily gain more mass from nearby stars. Increasing their mass further and further.
So finally, we have super-massive black holes.