QUESTION: 
Since there is no gravity in space why don't the planets just float around
in space?
ANSWER from Ed Colbert on March 20, 1996:

Actually there IS gravity in space, in fact gravity is EVERYWHERE!!!

The gravity that you feel when you walk around on the ground is caused by
the mass of the Earth (our planet).  When you get close to large things
like planets or stars you feel their gravity.  So, when you go out in
space, the EARTH GRAVITY is weaker.

BUT, the SUN GRAVITY is much stronger and it makes the planets rotate around
the sun, just like the moon rotates around the EARTH from the EARTH GRAVITY.

Isn't that fascinating?