Dogs have a natural instinct (they are born with it) to chase things. It's the instinct that allowed them to hunt and chase down their meat back when they were wolves. Now, some dogs have more chasing instinct than others. If your dog has a lot of chase instinct (sometimes called prey drive), then an owner needs to find ways to keep his chasing from being dangerous, like keeping him in the house, a fenced yard, or on a leash all the time.
Here's what happens when the mailman comes. Your dog hears him coming, and since dogs like to alert the family that someone is approaching, your dog barks (hopefully he is not loose, chasing your mailman). As the mailman gets closer to the house, your dog really gets agitated, letting you know that the stranger is here. Suddenly, the mailman turns around and walks away. Your dog thinks, 'Wow! He went away! I actually made that man go away!". Now if that was the only time it happened, your dog might forget about it. But as far as your dog is concerned, he has made the mailman go away everyday for months and months. He thinks he is terrific - what a good watchdog I am! The more your dog is rewarded by a mailman who leaves, the more he feels successful. See why it is so hard to get him to stop?