2 ways to say "why" are:
1. なぜ naze
- why
2. どうして doushite
- why
They are basically interchangeable and start at the beginning of the sentence and are followed by the question
なぜ（どうして） 私 の ケーキ を たべました か？
naze (doushite) watashi no ke-ki o tabemashita ka?
Why did you eat my cake?
[There isn't a "you" but obviously you wouldn't be asking yourself this question.]
なぜなら + reason or excuse + kara
なぜなら はら が へった から。
nazenara hara ga hetta kara.
Because, (I'm) starving!
[lit. because stomach is diminished]