Final answer:
Physicists want a quantum theory of gravity because general relativity and quantum mechanics are incompatible. String theory is one approach to unify these forces and provide a Theory of Everything.
Step-by-step explanation:
Physicists think there should be a quantum theory of gravity because gravity and quantum mechanics are currently incompatible. General relativity, our best theory of gravity, describes the motions of objects in a predictable way. However, quantum mechanics only allows for calculating probabilities.
To understand the earliest phases of the universe and achieve a Theory of Everything, physicists aim to unify gravity and quantum mechanics. String theory is one approach that attempts to resolve this paradox by combining the forces and providing a quantum theory of gravity.