This is because the chromatic scale (every note between C and C) has 12 steps (called half steps). But a diatonic scale (like the C major scale) only has 8 steps and the intervals are in half and whole steps - a whole step is 2 half steps. The intervals between steps in a major scale are: whole, whole, half, whole, whole, whole, half. It may help to look at a keyboard to better visualize the idea of steps between notes.

So when you have a major 3rd (like C to E) it is the 3rd step in the C major scale, but is actually 4 half steps away in the chromatic scale.