A mental framework that I have found useful is the distinction between proximate and distal causes – or, if you prefer, immediate versus ultimate explanations for things.
The best way to illustrate the difference is to consider the following question: Why do we have sex? A proximate (or near) explanation is simply to say ‘because we enjoy it’. Sex feels good, so we generally try to have it often.
This is true, but it is not complete. To fully answer the question, it is necessary to then ask ‘but why are human beings built so that we find sex enjoyable?’ The answer to this comes from evolution: the tendency to like and want sex is hardwired into our nature, because sex has been good (critical, actually) for the reproductive success of our ancestors. Those of our distant ancestors who didn’t have sex simply didn’t have offspring, and so never passed on their sex-hating genes. As it is, we are all descendants of people who went to great lengths to get sex, and thus managed to populate the world with their children; this is the reason why we like it.
This explanation is a so-called ultimate (or distal) explanation. It is what pops up when you keep asking ‘why’ to the first answer. Another, slightly different example of the same thing is taken from The Economist (I can’t remember which issue): Why does the water in a kettle boil? One cause could be “the water boils because heat is transferred from the hot stove to the kettle”. A completely different explanation is to say “because I wanted a cup of tea”.
The point is that there can be a hierarchy of causes for things, and that those causes are not necessarily mutually exclusive. It all depends on what you are trying to do when you are posing the question.