As it inevitably turns out, according to Hume, because we have no experience of necessity, it is our mind that creates these connections we are so sure about. It is our habit to look for cause and effect, because that’s the way to easily explain how world functions to ourselves. We are assuming that certain causes will create equal effects as in the past not because we can prove it, but because it has been this way before.
A good example of this is how we expect the Sun to rise every morning – using the mathematical method of induction we assume that what has been true in the past, will be true in the future as well. Of course, something might stop the Sun from rising in the morning, so the right thing would be to say that it is highly probable that it will rise, but there is no certainty. We skip all of this, because it’s more convenient, and it lies in human nature to take advantage of it.
Of course, Hume does not say, that causality/necessity doesn’t in fact exist, he only points to the fact that we are unable to derive its existence from hard facts and are instead using a very defective method of reasoning.