Gravity is a very weak force. You cannot feel the force of gravity between small objects, but you can feel the force of gravity between a small object and a huge object. The Earth is a huge object. There is a strong force of gravity between it and any small objects close by. For example, if you jump up the strong force of the Earth's gravity pulls you back.
Gravity is an important force in space, where there are millions of huge objects. For example, the force of gravity between the Sun and the Earth moves the Earth in its orbit.
The force of gravity varies with the mass (size) of the body, which is why most suns (which are far bigger than planets) produce the most powerful gravitational forces. The only exception to this is a collapsing star, which often has a small size but produces an enormous gravitational force.