We seldom curl our fingers backwards, so our hands' tendons are so constructed that they are slightly tighter on the inside. That gives us a good start when we want to clutch something. It also prevents our fingers  jamming up because they are  too straight to start bending.

When your hands are cold, curling the fingers reduces heat losses by preventing the wind from blowing through the fingers and across the palm, and by bringing the fingers closer to the warmth from the rest of the hand. Fingers are usually slightly curled, which allows objects to be gripped faster, because holding them straight requires some musclular effort.