We actually have tiny tails, but they are so short we can't use them anymore. If you run your fingers all the way down your back you will feel them. As humans started to walk on their feet, having a tail would just make it more difficult to move. Some early humans still had longer tails, but it made them slower, so they were more likely to be eaten by other animals. Those that survived often had shorter tails. If the humans with shorter tails had babies, those children would have a greater chance of having short tails and things kept progressing until our tails were almost gone.