Simply because things called dipoles (think of a positive charge and a negative charge) all line up in the same orientation in a magnetic substance (all positive charges face the same way, all negative charges face the same way). In a non-magnetic substance, like copper, they don’t line up in the same orientation.
It isn’t just metals that can be magnetic though. If you cool oxygen to the right temperature it has magnetism too!
Magnetism in metals is caused by electrons flowing in the same direction, which results in the generation of a magnetic field. Not all metals (or materials) allow electrons to all flow in the same direction, so they aren’t magnetic.
It is all due to the way how electrons are arranged in atoms, which is different for different metals.
It is easy to imagine that a charge spinnig, like an electron does, will have an effect on the environment around it: it creates a magnetic field. This field has poles: a more positive and a more negative side. For some metals, the electrons in their atoms spin in opposite directions and their fields cancel. If these poles align for different electrons in the atoms of the metal, then they reinforce each other and create a stronger field that can attract or repulse other materials.
Magnets are not always made of metals though!
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