Here's how it works:
* The Earth has a large mass. This means it has a strong gravitational pull.
* All objects have mass. Even small objects like a feather have a tiny gravitational pull.
* The Earth's pull is stronger. Since the Earth is much more massive, its gravitational pull is stronger than the object's pull.
* This difference in pull causes the object to accelerate towards the Earth's center.
This is why things fall down when you drop them, and why the moon orbits the Earth.