Question about a weird flight delay yesterday and why it happened?

So yesterday I took a flight from Denver to Newark on United on a Boeing 738. We had to stop in Cleveland to refuel due to high winds on the way. That's strange though because Southwest Airlines also had a flight going from Denver to Newark leaving at the same exact time as my flight and using the same exact kind of plane, and that flight made it to Newark without issues. So tell me, why did my flight need a refuel and not the other despite the fact that both flights left from the same city, at the same time, on the same kind of plane, heading to the same city. I'm so confused please explain

The other plane had more fuel on in the first place

They may be the same plane but not have the same fuel tank capacity. They may not have had the same total gross weight as your flight may have had more freight or more passengers or both which would cause more fuel consumption. Then again the stop may not have been a refuel stop, it may have been something else that the carrier did not, for a number of different reasons, wish to disclose to everyone.

Perhaps your plane was not fully fueled when it took off. Extra fuel increases the weight of the plane which uses more fuel, which costs more money. If they had calculated the amount of fuel to load based on seats booked and then ran into heavy headwinds then they should have run low. The other plane might have been booked for a connecting flight since Newark is a hub and would have been loaded with more fuel.

Each airline refuel their planes differently.
Airlines try to fuel the aircraft for what's needed for the flight plus a little extra for contingency. Flying with a full tank on a short flight will reduce the fuel economy and at times, make a plane too heavy to use certain runways.
It's a delicate balance. Sometimes they get it wrong.
Also, each airline pays a different rate for fuel so united may have had a higher rate than southwest and opted to "roll the dice" They lost.
Also, just because 3 planes fly the same route doesn't mean they fly THE SAME route. Flying 1000 or 2000 feet above or below another flight could affect the winds. A flight corridor can be as much as 10 miles wide so again, varied weather patterns. Also, the passenger and cargo load was probably different. And lastly, not all 737-800 have the winglets which help inprove range.

Because it needed gas. This seems simple to understand.

The two flights didn't have the same amount of fuel in their tanks.

Planes don't refuel every time they're on the ground. It sounds to me like your flight they miscalculated. They typically may not need to but the high winds caused an issue.

Southwest tries to do quick turn-arounds on the ground. 15+ years ago I was on a flight right after a plane had gotten a record of like 14 minutes from getting to and pushing off the gate. They had come in from LA to San Jose and were going straight back. No refueling needed helped greatly. No idea how they got the passengers off and on that quickly.

That is kind of interesting because if you are flying from Denver to Newark, you should be getting a tailwind I would think you use less fuel. However airlines have some sort of matrix I think which they say the plane needs X amount of fuel for the trip. If the captain wants to, they can always ask for more. I had 2 flights on American this summer where our flights were delayed because the amount of fuel given for the flight was deemed as not enough by the captain and he wanted the fuel trucks to come back and give us some more.

Some airlines only put enough fuel onboard for the length of the flight plus 10%
Other airlines top off and have full tanks