Once they were all gaseous, then became liquid and then solidified when a liquid becomes solid under no external pressure it occupies the smallest possible volume and a globe has the smallest volume due to cohesion , so they are all globular. read more
Heavenly bodies like moons, planets, pulsars, stars, were born round because they are shaped in the circular environment inside a black hole. Since that the round shape is good enough for the body survive all its life, has no reason for evolution to transform that shape. read more
Actually they are not all round, though most are close to round, held to that shape by gravity. As they spin faster they become flattened spheres, then rugby ball shaped - and then if they spin so fast that they are on the point of breaking apart, they can take up many different shapes. read more