Here's why:
* Formation of the Solar System: Our solar system formed from a giant rotating disk of gas and dust. As this disk collapsed under gravity, it spun faster, and all the material within it, including the planets, inherited this direction of rotation.
* Conservation of Angular Momentum: The planets' orbits are essentially a consequence of conservation of angular momentum. The initial spinning motion of the disk was transferred to the planets, causing them to orbit in the same direction.
While all planets orbit in the same direction, their orbital planes are slightly tilted relative to each other. This means they don't all lie perfectly in the same plane, though they are close.