Why do we have millions of small cells instead of a few large ones?

Big cells don't breathe efficiently and would suffocate. Oxygen only penetrates a couple thousands of an inch across a cell membrane. This is why the largest cell is a species of algae around an inch in diameter. All other cells are microscopic in size and either live as single cells or form colonies which have individual cells specialized for a particular job. The red blood cells are the oxygen carrying cells in our bodies and also in the bodies of all large animals.

probably because we have different cells for all different purposes (nerve cells...) also we need all those blood cells to function and get energy and we need new ones when they die and such.

Large cells have a low surface area to volume ratio (SA/V) and under these condtions diffusion across the surface of the cell (plasma membrane) would be inadequate to to provide for the large cell volume. Small cells have a large SA/V and there is adequate diffusion across the cell's surface to provide for the cell. Thus small cells and many of them is the norm in a multicellular organism.

If the cell gets too big, there's just too much stuff to take in and out and not enough room(surface area) to move it.

It has to do with the ratio of volume to surface area. As something gets bigger in volume, the ratio of surface area decreases; A cube with 8 cubic centimeters of volume has 24 square centimeters of surface area, but a cube with 27 cubic centimeters of volume only has 54. The smaller cube has a surface are three times the size of its volume, but the bigger one only had a surface area twice the size of its volume.

It has to do with surface area to volume ratio.  The smaller the cell the greater the surface area for exchange of materials (nutrients, gas exchange and wastes disposal) with the environment.  As cells get larger, there is greater volume in comparison to the surface area.  So in the 50s movie, "The Blob," in which a giant amoeboid creature was eating everything in its path couldn't have survived!