Good question, perhaps a human biologist would be better at answering this.
From a common sense perspective though I guess it is to help keep our eyes free from dirt and contamination. Small particles, flies etc get trapped by the eyelashes.
Most mammals seem to have eyelashes, can you think of any animals who don’t and how do they protect their eyes?
Its interesting that they are seen by humans as a sign of attractiveness in the female, hence why the use of mascara is so prevalent. Big eye leashes are, for some evolutionary reason, seen as attractive in a woman.