Quantum Field Theory lecture notes by David Tong (2007) puts it well:
In classical physics, the primary reason for introducing the concept of the field is to construct laws of Nature that are local. The old laws of Coulomb and Newton involve "action at a distance". This means that the force felt by an electron (or planet) changes immediately if a distant proton (or star) moves. This situation is philosophically unsatisfactory. More importantly, it is also experimentally wrong. The field theories of Maxwell and Einstein remedy the situation, with all interactions mediated in a local fashion by the field.