I think the person who asked this question is a kid. So I really hope we will not be confusing him. First of all we all must leave the God thing for everything we ever explain to kids. First of all we all know in our hearts we never saw him neither can prove it or disprove it. But one thing I can scientifically prove is that giving reason as God for everything for kids definitely makes them dumb.
Coming to the question. The question was very very good one. Yeah there is a very very good physics reason for this. When a water drop falls it will form into a sphere so that it will minimize its surface area. As we know different shapes have different surface areas. If you go on scratching a bubble of soap its surface will go on increasing until it blasts. So everything in the Universe will tend to get to minimal energy. So for earth or Moon to rotate around other object it assumes a circular shapes, But its not necessary. some asteroids made of hard rock or material will not take a circular shape and so they will not always rotate in circular ( I mean close to circular ) paths. But many objects in Universe from the day of their formation are circular. How this is possible is that, the earth is just a part of sun. One big flicker of hot gases escaped and freezed to become hard material and its obvious for it to take that shape. And Moon is extra terrestrial object that comes from a solar system not of our own but from a place far far away that we don't know, so we can expect similar things happened before it was formed and let go to our solar system.
You can see similar effect if you light candle in free space where there is no gravity, but there is some oxygen. The drops that candle gives off will form circular objects and eventually it will frees to form small spheres of candle.....