It's just a convention. The Java language designers could have easily decided that you must designate a class to be instantiated, making its constructor the main method. But calling a static method is just as effective and doesn't require a class to be instantiated first.
Also, if the class has a superclass, you could alter the behavior of program startup by changing a superclass (since superclass constructors must be called before subclasses), perhaps unintentionally. Static methods don't have this problem.
The main method is static because it keeps things simpler, but if they wanted to make it more complicated, they could have.
