SirChenjin, gravity is "in" everything.
Everything that has mass, has gravity, it's the nature of the universe - matter attracts.
So, everything you see about you has a very weak gravitational force, including you! But we're not very big so the gravitational force from us - or the objects around us - is negligible.
The earth on the other hand is frigging ginormous, and we are small, so we are affected by its gravitational pull.
The sun, in turn is huge, much, much bigger than earth (when you see pictures of the earth and sun on the same page, the sun is not to scale, it is gigantic!) and so because the sun is so much bigger, the Earth is affected by the pull of the sun.
I didn't understand this till someone explained it to me about 15 years ago. Before that it was one of those things I thought I knew about, until I thought about it and realised I didn't have a clue really!