Your camera can only focus to one particular distance at a time. Different areas of the scene may appear somewhat out of focus because they are at difference distances from the film plane than the point you've focused on.

Also, with most SLRs, you are focusing at the widest lens aperture regardless of the aperture setting on the lens. The widest aperture has the least amount of depth of field (focus) so some objects may appear somewhat out of focus in the viewfinder even though they may be in focus in the final image.