(I assume that by "world" the meaning is "earth"...)
The main force that shapes the structure of the earth - as well as all other stars and planets, is gravity. A very important (and unique) feature of gravity, is that every mass always attracts all other masses. We call the resulting force between any two objects as "gravity". For small objects- such as car, a house, or even a mountain, the effect of gravity is very small, and is very difficult to be noticed (it can be noticed, though, with special equipment!). However, the Earth itself contains a lot of mass- in fact, about 6 *1024 kilograms of mass - and the combined gravitational force of all this mass adds up, producing a very noticeable gravitational force. Now, every bit of mass attracts equally every other bit; and so the overall shape that is created is the most efficient one - which is a (near) sphere. Thinking in other way, if the earth was a cube, its corners would be further away from its center than other points. But gravity acts equally on everything, and so the corners would be pulled closer to the center (simply "fall inwards").
The result of evening out the uneven places is that you end up with a shape in which every point on the surface is the same distance from the center. The only shape that fits that definition is the sphere. So, gravity is the answer to why Earth is round.
In smaller objects such as asteroids, the force of gravity trying to pull the object into a sphere isn't enough to overcome the strength of the rock keeping it in shape. But once you get above a certain mass and size, the strength of the object can't stop the force of gravity from pulling it into a sphere. Objects larger than about 1,000 km in size are able to pull themselves into a sphere.
In fact, the International Astronomical Union decided in 2006 that this ability was one of the requirements for an object to be considered a planet. They must orbit the Sun, they need to have cleared out all the smaller objects in their orbit, and they need to have enough gravity to pull themselves into a sphere.