Cats like high places. This may come from the wild where cats climb limbs and pounce on prey that walk underneath. For household cats, that means having a high place where they could potentially jump down on your head as you walk by.
The best way to provide climbing places for your cat is to buy a cat tree. Just remember there are different types of cat trees available so find one that fits your home and gives your cat plenty of places to climb, rest, and pounce on passerby. That might make guests in your home uncomfortable but who cares how they feel since your cat is more important anyways?