Why do people/governments believe they have the right to control people?

One thing that's been making me think a lot recently is how governments seem to think they have the right to control and imprison people and take away their freedom. For example, why should the use of drugs be illegal if it's only harming oneself? How can a person be jailed for breaking a law they don't believe in in a country they didn't have a choice to be born in.
Equally, why should governments have the right to conscript/force people to join the army simply because they live on a piece of land that said government's claimed ownership over?
I've been thinking a lot about the stone age (weird, right?) and how, back around that time period (if I'm thinking about the right time period, I'm not too good on that history), people were free to do what they want. Land was land, no one owned it. No one had the right to force another human to fight for them or follow their beliefs or punish them for doing a harmless act.
Surely, in some ways, the time of cavemen were more civilized than now?