Why do solenoids attract ferromagnetic substances?

Ferromagnetism means just that: it's a property of a substance being attracted by a magnet, even if uncharged. The reasons are quite fundamental and are better explained in more depth in the linked Wikipedia article.

So something like iron shavings (nickel and cobalt would work too) in some kind of liquid behave like a liquid permanent magnet that will be attracted by a magnetic field. You could check this by building a solenoid, laying it on a flat surface in a puddle of iron shavings liquid, and switching it on. Would look something like this.

A current carrying solenoid produces a magnetic field. If a ferromagnetic material is placed in that field, the atomic dipole moments are subject to a torque and brought into some degree of alignment with that field. If the material is outside the end of the solenoid (where the field is spreading), the dipoles are also subject to a net attracting force which is proportional to the gradient of the field. Permanent magnets display a similar behavior, but the dipoles may be reversed, and subject to a repelling force.