The main concern with a central government is the concentration of powers into one person, or branch. If a king, or government, could make the law, enforce the law, and judge the law, that could lead to abuse...such as the king of England/Parliament in the 18th century.
Therefore, the founders created a system of separation of power...to regulate one branch with one power...and a system of checks and balances so that one branch could "check" or limt the power of the other branches....then the government is divided between a central government and local (state) governments