He knows that it has nothing to do with the human concept of peer pressure, because by the time he starts, he's convinced he has no peers. Surely, it's not to follow along with the trends of other, great dictators - 'looking cool' is the euphemism they used, the last time he was on Earth - despite the fact that Fidel Castro himself gave him his first cigar. And he doubts entirely that it's an oral fixation - that's the Doctor's department, not his - as psychologists might try to lead him to believe. When you get right down to it, though, it doesn't matter why he started. Only that he does and that a week into wearing Tremas' face, and just after his escape from Castrovalva, he finds a half-finished box in his Tardis.
The cigars are old, impossibly so, but he had the good sense to put them in a stasis chamber last time he was inclined to light up, so they're still fresh. Finding the small, silver lighter he stole from someone after he killed them - the who of it, again, is one of the unimportant things - he puts the cigar between his teeth and flicks it open to light it. And in the process, and thanks to the gloves he's been wearing for longer than he can remember, he nearly sets himself alight.
The cigar falls from his lips, forgotten, lighter dropped, and he loses himself in his thoughts. In memory. It's only a flicker of sensation, reminders of failed schemes and fire - immolation at the end of the last one, his own fault - and being out of regenerations. Of living, charred and cloaked, the only thing keeping him going his utter hate for everything, every waking moment one of pain. It's only a flicker of sensation, but it's enough.
And he may not be entirely certain why he started smoking, but he knows exactly why he'll quit.
Muse: The Master (Three)
Fandom Doctor Who
Word Count: 337