First of all, keep in mind that ours may not be the only solar system out there, so who knows if the Earth is the only planet with life (or an ozone layer). Ozone is a molecule with just three Oxygen atoms. It is created when UV light reacts with oxygen gas, which has two Oxygen atoms. UV light also destroys ozone, so you need just the right mix of UV light and oxygen to get an ozone layer. Again, maybe there are some planets in other solar systems that have the right mix.
The Earth is not the only planet with water--Mars and Venus both have water in their atmosphere (in fact, there is a lot of water in our solar system, for example comets are basically dusty ice balls) but it has the most liquid water because the temperature on Earth is mostly above freezing and below water's boiling point. To get life, you need just the right mix of materials, like carbon, oxygen, water, etc. You also need the right temperatures for life... most other planets are too hot or too cold. Finally, you need an atmosphere that would protect any life from radiation. In the case of the Earth, the ozone layer protects us from the Sun's UV light. Life is pretty improbable because all of these things have to come together.
