But you also have a state government, and even closer to home you have a county government, and even closer yet you may have a city government. Each of these governments have different responsibilities. The responsibilities of the federal government are described in the US Constitution . State governments also have their own constitutions telling them what they can do. Part of politics is deciding how much power we should give each government.
Many people favor giving lots of power to the federal government and less to the states.
I'm not one of those. If you're interested in my thoughts on how power should be split between the states and the federal government please see my Big Shift section. If you're not quite sure how the federal government works - balance of power, that sort of stuff, then there's an excellent site you should visit. We give money to the government through taxes. There are a whole host of them.