Why Do Retrievers Retrieve?
First of all, it's worthy of precising that retrieving isn't something that is exclusive to retrieving dog breeds such as the golden retriever, Labrador retriever, flat coated retriever and Chesapeake Bay retriever. Sure, some dogs may not like to bring the ball back when fetching, but to some extent if we think closely about it, most dogs do have a natural tendency to retrieve, although it's not always in the form of bringing back a ball.
For example, mother dogs are naturally inclined to retrieve their puppies if they happen to get too far from the whelping box or if they ever decide to change the area of their "dens." Dogs are also naturally inclined to pick up a bone and move it to an area where the dog feels safer to gnaw on it or perhaps the dog may carry it to the couch to strategically hide it under the pillows.
While most dogs may have the instinct to carry things in their mouths, what distinguishes them from the retrieving breeds par excellence is the intensity of the desire to retrieve. To be more precise, these retrieving dog breeds were selectively bred for their biddability and desire to retrieve. Most of these breeds were used to retrieve downed birds shot from hunters and return the birds with a soft mouth in the hunter's hands.
This is all a refinement of a predator's basic prey drive. Instead of chasing and catching the bird and consuming it, the retriever instead carries it and does so with a soft mouth, meaning without putting pressure, so not to spoil the delicate meat.
Why Do Golden Retrievers Like to Hold Stuff in Their Mouth?
Golden retrievers like to hold stuff in their mouth because this is ultimately what this endearing breed was bred for. No, it's not like goldens were purposely bred to carry stuffed toys around or bring you the mail or a beer from the fridge, rather, it's the other way around, golden retrievers love to carry stuff simply because they were selectively bred to retrieve back in the days when they were primarily used as hunting partners.