The Pogroms

As mentioned in the ancient history section, some Jews who fled the Levant during the Jewish/Roman wars ended up in Europe and continued to live there after the Roman Empire fall. 

During the 1800s, anti-Jewish violence started to occur in a an organized manner in Eastern Europe, backed by the police and governmental bodies these attacks were known as "pogroms".

The word "pogrom" itself is of Russian origin and means "to wreak havoc" or "to demolish violently." The pogroms against Jewish communities were widespread in the Russian Empire, particularly in the late 1800s and early 1900s. These attacks often had the tacit or explicit support of the authorities, contributing to the suffering and displacement of many Jewish families.

One of the most infamous pogroms was the Kishinev Pogrom in 1903, where a violent mob attacked the Jewish population in the city of Kishinev (now Chisinau, the capital of Moldova). The events in Kishinev garnered international attention and condemnation.

Pogroms were not limited to Russia; similar incidents occurred in other parts of Eastern Europe, including Ukraine and Poland. These violent episodes had a profound impact on Jewish communities, contributing to the waves of Jewish migration to other regions, including Western Europe and the Americas.

Note: Europe was the birth-place of the term antisemitism which referred to faith-based hate towards the Jewish people.

Jewish people, rightfully so, were very tired of this situation. 
Imagine living in peace, not hurting anyone, still horribly attacked every once in a while. 
Once in a couple of months your village is looted, your loved ones are killed, your women are raped, your children are slaughtered. For no reason at all but your faith. 

This situation was so scary and traumatizing that Jewish leader sought to find a solution, because living this way was not an option.

Hence, Zionism.