When you're on earth and you fall down from something, you will always hit the ground because that's all there is "down".
However, it's not the same when you get into astronomical distances. Imagine you you go way up into space, as far as the moon is, and you look "down" towards the earth. This is what you see:
In fact you see even more sky and less earth, as that picture is cropped. So now the earth is just a small part of the sky. If you "fall" towards the earth, it's not so easy to hit anymore. Chances are you will end up missing it even though it's pulling you towards it. If you do miss it, you'll still a have a huge speed due to the earth's gravity, and you'll end up orbiting the thing.