Whats the difference between Police, FBI and CIA ?
Generally, police/sheriff/state police have local jurisdiction (where they can enforce the local laws), under state legislation. If they're federal police and move from place to place, they enforce federal laws and regulations (e.g. National Park Police, in the Department of the Interior) applicable to that location. Many other federal agencies have their own police (Treasury Dept includes the Secret Service, State Dept includes Bureau of Diplomatic Security, Defense Dept has Military Police, etc). The FBI comes under the federal justice department and has jurisdiction over most federal crimes anywhere in America and against Americans anywhere in the world (unless pre-empted by some other agency). The CIA has only limited domestic police powers, being an intelligence agency (one of many). Consider also federal marshals as a potentially interesting career, depending on whether you like to travel or would prefer to stay close to home.
What's the difference between police and FBI?
FBI is like handling very big things (assasinations bombings death threats etc) Police handle things like home break ins or deaths of a single family nothing to big.
Should the United States have a more centralized national police force, similar to Japan and South Korea?
The answer about the FBI is good. There are also Federal Marshals, DEA, and other agencies which act in crimes crossing state lines too. And the "state lines" portion is critical. America is a Federation of Sovereign States. Each state is subordinate to the Federal government, but is allowed to, usually, make its own laws inside the state and trade agreements with other states in the Federation. As such, each police force is different in their training, "rules of engagement", procedures, and authority. With a country as large and diverse as the USA, this has worked well. The differences in the needs to police coastal cities verses areas in "fly over country" alone make a single police force unwieldy and cumbersome. Japan, South Korea, and Germany are relatively small, relatively homogeneous (though Germany is increasingly diverse) nations with long histories of central government control. A central police force makes sense for them. It does not make as much sense for an independently minded, large country such as the USA. As for making up enemies or the "need" to have an enemy, the enemies we are fighting are the same ones defined by the Clinton Administration. Was he making up enemies to cause “bloodlust” too? Ohio thought they had no jihadists either, but caught several last month.
Why do we not have nor do we want a national police force?
Law Enforement is primarily the responsibility of local governments (77% of the nations police employees work at the local level). Why do we not have nor do we want a national police force?