Here's why:
* Head Gasket Failure: The head gasket seals the combustion chambers from the cooling system. If it fails, coolant can leak into the combustion chamber. The coolant then burns off in the engine, and the resulting steam escapes through the exhaust. You'll often see white smoke (steam) coming from the exhaust pipe, especially when the engine is cold. Other symptoms of a blown head gasket include low coolant levels, overheating, milky oil (coolant in the oil), and loss of compression.
* Cracked Cylinder Head or Block: A crack in the cylinder head or engine block can also allow coolant to enter the combustion chamber, leading to the same symptoms as a blown head gasket. This is less common than a blown head gasket, but still a serious problem.
It's crucial to not continue driving the vehicle with this problem. Driving with a blown head gasket or cracked engine components can cause significant and potentially irreparable engine damage. Get it checked by a mechanic immediately. The repair will likely involve replacing the head gasket (and potentially the head itself or even the engine block, depending on the severity of the damage).