Golf balls were originally made with smooth surfaces, but it was soon noticed that balls tended to travel further when their surfaces became scarred. The reason for this is as follows:

When a smooth ball travels through the air, the layer of air next to the ball flows around it, forming swirls or vortices, but does not flow into the area directly behind the ball. This creates a low-pressure area behind the ball which tends to pull the ball backward.

With a scarred ball, the rough surface tends to disturb the layer of air flowing around the ball causing more air to flow directly behind it. This causes less of a low pressure area in the rear, meaning that the rough-surface ball is not pulled back as much as the smooth ball. This is what allows the rough-surface ball to travel farther, and this is why dimples were put on the surfaces of golf balls.

From: More Ever Wonder Why? By: Douglas B. Smith