We've never in our everyday experience seen an object that just keeps moving on and on forever without anyone acting on it. And on the other side of things, if you want to keep an object moving, you have to keep applying a force to it. That if you do nothing to this moving object, on its own, this object is going to come to a stop. Human beings have always observed that if you have an object that is moving, so this is a moving object, traveling to the right here, that it seems to stop on its own. I've heard the Sun's gravity described like a rope or tether pulling on the Earth, with not so much force that we spiral in toward it (which would be bad), but enough force to keep us from spiraling away (which would be pretty bad, too.) There's just enough gravity to keep us going around and around and around.

That's what happened to the planets going around the sun. When you get an object pulling you toward it, but you're already moving, you start moving in a curved path. But why in elliptical orbits? Well most of the mass in our solar system is found in the Sun and so the Sun has the greatest gravitational pull in our neighborhood in space. Andrew M explained pretty well to another question how the solar system got moving at its formation and its been going ever since. you need a lot of mass involved before we start to notice it. And the force is actually a pretty small one. I think it makes more sense to think of gravity as a pull, not a push, because gravity is a force of attraction that exists between any objects with mass. You know what he called the force that keeps planets (and anything else!) from flying off in a straight line once they start moving- gravity. It's not such a simple question, at all! In fact until Newton came along and figured it out, nobody had a really good explanation for your really important observation, that the Earth and other objects in space going around the Sun follow a precise and predictable path, or orbit.

Newtons law of motion