Okay, let's define potential energy.
If you have a region with a massive body, every object in the region will be attracted to that body with an acceleration depending on how far away from that body the object is (gravity).
If you put an object at a certain distance away from the body without any starting kinetic energy (i.e. motionless), it will gain motion (and gain kinetic energy) and start moving towards the body (because of gravity). Obviously kinetic energy is not conserved or this would be impossible.
So what we do is add in another type of energy, called potential energy. If you put the object right next to the body, it won't move (akin to being on the surface of the earth), if you move the object away from the body you would have to exert energy to move it away from the source of gravity (because it's being pulled in the opposite direction).
The potential energy of an object a certain distance away from a source of gravity is defined as the amount of energy it takes to bring the object to that distance when you start with the object right at the source of gravity (actually it's defined as the work required in lifting the object not the energy required in the lifting the object, but if you don't know what work is then thinking of it as energy is fine).
If you understand that, realize that no matter how little the acceleration from the massive body is (i.e. how far away you are from the source of gravity), it will always take some energy to move further away from the body: meaning that potential energy will always increase with distance.