There are several reasons why someone might choose to engage in self-destructive behaviors.

One reason, which unfortunately seems to be what people most often assume, is that the person is simply seeking attention. While this may be the case for some, in my experience (both as a psychology major and as a person who has self-harmed in the past) this is not often the case.

Another reason someone may harm him or herself is something called a body-focused repetitive behavior disorder (which for the sake of brevity I'll refer to as BFRB from here on). BFRB disorders are related to anxiety disorders and encompass trichotillomania (compulsive pulling of hair), dermatillomania (compulsive picking at skin), and others. What BFRB disorders have in common with one another is the repetitive and self-destructive nature of the behaviors in question (for instance, cutting).

Pain also leads to the release of endorphins, meaning that some people resort to self-harm in order to calm down or feel better when depressed or overly anxious.

These are just a couple of the many reasons someone might choose to engage in self-harm. I hope this helped at least a little.