When nothing is connected to a pin set to INPUT mode, the pin is floating. This means it can be in any state and that state can change from any small electromagnetic interference. This is why we attach a resistor to input pins so that they are pulled to a known state. The Arduino Uno even has internal pull-up resistors you can turn on via pinMode(pin, INPUT_PULLUP).
More information:
External pull-down resistor: https://www.arduino.cc/en/Tutorial/Button
Internal pull-up resistor: https://www.arduino.cc/en/Tutorial/InputPullupSerial