There are many (highly complex) reasons to believe that string theory might be true, but most of them are a little beyond the scope of a student forum. One of the easier reasons to comprehend is that it explains the relative weakness of gravity compared to the other forces. It does this by suggesting that the force of gravity could be spread out over 11 dimensions rather than the 3 spacial dimensions we observe.
On a related note, check out this string theory version of Queen's Bohemian Rhapsody that one of my brother's friends made, it's amazing, I promise!
[video="youtube;2rjbtsX7twc"]https://www.youtube.com/watch?v=2rjbtsX7twc[/video]