Funnily enough, our planet DID once have rings. According to
current theories, millions of years ago a planet-sized body called Theia
collided with Earth. A huge amount of material from Earth was blown up into
orbit by the impact, where it formed a ring. Because this material was orbiting
outside of earth's Roche limit, it eventually coalesced into the Moon.
These illustrations by Ron Miller show what our skies would
look like if we had rings that were the same proportional size and position as
Saturn's.