Orbits are elliptical rather than perfectly circular because circles are just a type of ellipse, but nature is just too messy to create a perfect circle.
So you could create a circular orbit, but it wouldn’t remain circular for long because of interactions with other objects, or even the orbiting object’s own behaviour.
Why are they elliptical in the first place? It’s a natural consequence of the laws of physics and gravity being a force attracting everything towards a centre of mass. They just have to be ellipses. Feynman explains it in his Lost Lecture, but there’s nothing ELI5 about it.
And the fact that they are was observed by Tycho Brahe and Johannes Kepler, through some 30 years of meticulous observations and note taking. Kepler then formulated three laws of planetary motion.
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