Probably the easiest way to think of it:
1. There are not fossils for every creature that ever lived (from the first single cell organisms ~3.8 billion years ago all the way to current living species).
2. ~90% of all living species (some estimates around 10 million) have still not been discovered (current living species).
So imagine how many different species have existed over that time period.
Every human on earth could look for fossils for the next year and we would still have a far from complete fossil record!!