Why do we get hiccups?

Anxiety.

An international respiratory research group composed of members from Canada, France, and Japan proposed that the hiccup is an evolutionary remnant of earlier amphibian respiration. Amphibians such as tadpoles gulp air and water across their gills via a rather simple motor reflex akin to mammalian hiccuping. The motor pathways that enable hiccuping form early during fetal development, before the motor pathways that enable normal lung ventilation form. Thus, the hiccup is evolutionarily antecedent to modern lung respiration.

Most normal cases of hiccups come after eating or drinking too much or too quickly. The stomach, which is situated right below the diaphragm, becomes distended and irritates it. This will cause the diaphragm to contract, as it does when we breathe in. Hiccups can also be caused when one's breath becomes too shallow for a prolonged period and the body needs more air.