Different energies?

In a model of electron arrangement consistent with experimental data, electrons occupy specific energy states referred to as energy levels (shells).

In the ground (normal) state of the atom, the electrons occupy the levels (shells) which result in the overall energy of the atom being minimised.

Why is the energy of the various levels (shells) different?

The energy associated with each energy level (shell) depends on how far, on average, its electrons are from the nucleus.
 
Electrons in energy levels more distant from the nucleus are of higher energy because (as the diagram shows) energy is required to separate the negative electrons from the positive nucleus.

Consistency with experimental results
The differences in the energy of electrons on any atom is consistent with the fact that only the outermost electrons on the atom are involved in bonding.

The outer electrons have the weakest attraction for the nucleus of their atom and and can be transferred to or shared with another atom.