That's a really awesome question. That made me think for a while.
Alright, first, we can take an example. This example, we will call humanity. This consists of small, singleminded individuals with an egoistical motivation. Once their basal needs is fullfilled, they just want to have sex. If all their needs would be fullfilled, a large percentage commit suicide. Generally, a human is a selfish asshole, who looks to himself/herself primarily, and to other people mostly for the value they offer him/her.
Now, even despire how unlikely, it might seem, these creatures, have managed, after thousands of years, to form what they refer to as "societies". Despite their selfish perspective, after thousands of years, they UNIFORMLY, across the world, at slightly different times, but never the less, recognized, that if they work together, it even provides benefits for the individual self.
Even MORE surprising, these "Nations" have recognized lately, that what happens to OTHER nations, ALSO affect their OWN, and steps have been taken to assure co-operation, even between nations. "Don't piss in your own swimming pool" - is a saying that vibrates with even the selfish smaller parts of these nations.
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Now for HUMANS, who generally opposes change, dislike authority, and tries to get on top of the OTHER man, the benefits of working together have slowly been realized.
In CELLS, They do not HAVE these drives. If something works better, say if one cell gets energy for light, and one cell sucks in water, and they form a connection and SHARE, this will simply mean that when a harsher climate hits, ALL OTHER CELLS WILL DIE.
Simply: "It works better, let's do it." Evolution is simple in that way.
You could also argue that such a union would be hard to accomplish spontaniously, especially to the stage where ONE cell, would differentiate into TWO DIFFERENT cells. However, since bacteria, even today, share their DNA, called "plasmids" between themsleves, since the most feared viruses are COMBINATIONS of already existing ones, the step of genetic cooperation between different cells no longer seem that unfeasible.
Lastly, I think this is viewpoints I think you could have thought about yourself, if you considered all viewpoints equal emotionally, and didn't shy away from those opposing your own view.
Today, there's plenty of beneficial symbiosises between one-cell organisms.
as can be seen, for example here:
http://en.wikipedia.org/wiki/Algae#Symbiotic_algaeThere's proof of this in our own cells, the mitochondria, the powerplant, of our cells having partly ITS OWN DNA.
Also, there's plenty of other theories here
http://en.wikipedia.org/wiki/Multicellular_organism