Why 2.4 GHz Band?
2.4 GHz is one of the industrial, scientific and medical (ISM) radio bands. ISM bands are unlicensed, which makes it easier to certify the equipment with FCC (or its counterparts in other countries).
However, what special about 2.4 GHz? There is about a dozen ISM bands. Some at higher frequency, others have lower frequency. Not all ISM bands are international. But 2.4 GHz is an international band.
update:
Microwave ovens also operate at 2.4 GHz, which is not a coincidence.
Short version in Q&A format:
Q: Why does so much wireless communication operate at 2.4 GHz band?
A: Because it's an ISM band, and it's unlicensed, and it's international.
Q: Why is 2.4 GHz an unlicensed band?
A: FCC has originally set aside this band for microwave heaters (cookers, ovens). As a result, from the beginning, this band is polluted by the microwave ovens.
Q: Why 2.4 GHz for microwave ovens? Microwave ovens can work on pretty much any frequency between 1 and 20 GHz. There's nothing special (like resonance), when it comes to absorption of microwaves by water at 2.4 GHz (see also here).
A: The frequency choice was based on a combination of empirical measurements of heat penetration for various foodstuffs, design considerations for the size of the magnetron, and frequency considerations for any resulting harmonic frequencies.
[These considerations were proposed by Raytheon and GE to FCC in 1946, when the decision about 2.4 GHz was made.]
The long versions can be found here. [This link goes to Indiegogo, because this bit of historical research was crowd-funded.]
Also, this FCC document (54MB) from 1947 can be of interest. Thanks, @Compro01 for finding this reference.
The "special" thing about 2.4GHz is that when spectrum was allocated for various needs in the 60's and 70's, no one wanted it, because it was thought that atmospheric water absorption made it useless.
It is 'special' since it does not go very far.
Strangely, this turns out to be an important advantage as many devices and people can use the same band in near by area without interference.
Tele density is the term used in phone industry as how many cordless phone per square mile. Early generations (25 years ago) coreless phone use few MHz and tens of MHz and go too far. Modern (now year 2014) cordless phone use GHz (some are not 2.4GHz) for short range and high tele density.
There is social vs technical story and dimension behind this. My first job, 30 years ago, was first generation coreless phone using 1 MHz and 50MHz, work range a few miles, excellent for farmer and country size home.
Cell phone was just coming out at price 5% of a house, too costly for use in that social context so coreless fits social demand.
As more people use them, big interference, phone at times has 10 blinking LED showing searching for un-used channel as they are getting too crowded. Then, move to higher frequency, 900MHz and the likes.
Then come Spread Spectrum. It was time at IEEE tech conference that Spread Spectrum session were off limit to civilian. That changed. SS tech moved into consumer items, WLAN, GPS, Coreless phone, 3G Cell phone, Remote Control model, Bluetooth.
Next higher move to 2.4G did the trick of balancing social need, short range (BT is a few meters, WLAN tens of meters), spread spectrum, anti-interference, auto channel search (old RC modeler fly color flag on antenna to tell other to stay off their channel).
As other responder pointed out, cost did play a part. My first 2.4GHz WLAN is 4 by 10 inch PC plug in card, at 2000 US dollar. Now, we have finger nail USB plug at cost order of magnitude lower.
2.4GHz was 'special' since to does not go very far.
Also, SS and social demand at that times shaped the present situation as described by original poster, that many devices use 2.4GHz