Some people just want more control and less fees. Instead of going to a financial advisor or investing into a mutual fund you can create your own IRA account (ROTH or Traditional) and/or a personal account when you have more disposable income (e.g. raises, bonuses, tax refunds, second job, pinching money from paychecks).
Investing your own money does not have to be difficult and depends on your goals and time you want to devote to your investing. The best part about personal investing is that once you have set everything up it takes little effort to manage month to month or year to year. For those wanting to put more time into the market will often find that small efforts can reap huge rewards.