Here's why:
* Inertia is the tendency of an object to resist changes in its motion. This means it wants to stay at rest if it's at rest, and it wants to keep moving at a constant velocity if it's already moving.
* Mass is a measure of the amount of matter in an object.
The more massive an object is, the harder it is to get it moving or to stop it once it's in motion. Think about pushing a small car versus pushing a large truck. The truck has much more mass, so it has much more inertia and will be much harder to move.