In fact Saturn is not the only planet in our solar system that has rings. According to NASA, scientists have many theories about Saturn's rings, but there is no proven explanation for the rings. The rings are made of debris trapped in the gravitational pull of Saturn, and there are multiple theories as to where this debris originated.
Canup proposed that the rings are the icy remnants of a bygone moon. When Saturn and its satellites formed along with the rest of the solar system 4.5 billion years ago, one of Saturn's large moons formed too close to the planet to maintain a stable orbit.