From a 1990 Physics textbook by Richard Wolfson and Jay M. Pasachoff:
We experience gravitational force in our everyday lives. Yet the gravitational force is the weakest of the fundamental forces, and perhaps the least understood theoretically. But though the gravitational force of an individual bit of matter is extremely weak, this force is cumulative. No antigravity is known. So the gravity of a massive object like a star or planet is very large, and on a large scale gravitation is the dominant force in the universe. Our best theory of gravity is now the general theory of relativity, advanced by Albert Einstein in 1916. But physicists have not yet figured out how to combine general relativity with the quantum theory that describes matter on an atomic scale. The lack of a quantum theory of gravity has greatly hindered the efforts to unify gravity with other forces.That's right, scientists still don't quite get gravity. You'd think they'd be all over something so fundamental before inventing nuclear bombs, spider-gene spliced goats, and the Toyota Prius. But no, it remains a mystery: we don't understand why there's gravity, and it appears we're no longer even sure how to predict how it works.
I think it's fantastic that we don't quite get gravity. We can go around explaining and exploring all sorts of other wonderful stuff, while we remain unclear as to why exactly we are not, at any given moment, flying into space.
While we are discussing gravity, I might as well share with you the official Octopus Grigori theory of what gravity is doing. Right before the big bang, the theory goes, all the matter in the universe was massed together in one (relatively) tiny ball of stuff, right? And then that exploded, sending everything zooming outward, producing the expanding universe (expanding into what is another question for another time). But eventually, some theories posit, this expansion must slow because of gravity. Gravity pulls smaller objects into the orbit of larger (or more massive) objects (see moons of Jupiter, solar system, galaxies, etc.). This process continues and continues and where do you get? Exactly, a very tiny ball containing all the matter in the universe, which then promptly explodes, creating this expanding universe, which eventually begins to slow down . . . . The universe as perpetual motion machine. Troublingly, other theories suggest that the universe's expansion is accelerating, and as this happens, matter is becoming further dispersed, weakening gravity's influence, and helping to accelerate expansion even more.