Radio wasn’t made first as an advanced broadcasting station but it was made like a little amateur station. There were people who were operating transmitters and sending signals "on air" but those operators wouldn’t have any meaning if there wouldn’t be a wide audience of listeners.
In most European and Asian countries of the world, the Amateur Radio licensing body will issue SWL Call signs for SWL Listeners. However, in North America, parts of South America, Australia, and several other countries, the Amateur Radio licensing Body has no interest in issuing SWL call signs. In order to uniquely identify yourself, you will require a unique call sign.