It is not only Milankovic cycles, these are often overrated.
Starting in the Cretaceous, thoughout the Paleo- and Neogene the world went from a greenhouse to an ice age that culminated in the Pleistocene. Much is attributed to the arrangement of continents (large landmass to the southpole), change in ocean currents,
and slow accumulation of ice shields and rising albedo. This is a positive feedback actually, whose reversal (observations from Greenland and recently even Antactica) have led to corrections in climate models, making the projected ocean level rise and arrival of tipping points that will develop their own dynamic even worse. This is very concerning !
But back to the question with two examples, that can be researched:
First, when Antarctica and Australia separated ~35My ago, a circumpolar current developed that cut off the continent from global circulation so that the iceshields could be maintained and more accumulated.
Second, when the isthmus between the Americas closed ~3My ago, ocean currents changed, the gulf stream developed that transports heat and moisture to Europe and north eastern America. The gulf stream can switch states (See: north atlantic deep water (NADW) forming), changing temperature and precipitation patterns, contributing to ice shield build up and retreat in the north.
These are just a few highlights to answer how the earth entered the current ice age, there would be much more to write. Other "ice houses" in earth's history (e.g. Permian glaciation) may have had other causes.
Hope that helped a bit :-)
Edit: but a related, mesmerizing question is: if a hypothetical global ice age really existed, how did the earth find out of that ? The high albedo from a global snow/ice cover would prevent that. Somebody painted it black :-) ?