Why do the planets orbit the Sun? If it's because the gravity of Sun then why don't they just fall in and burn up?
The planets are attracted towards the sun, as you would expect from the gravitational force. The planets don't fall into the sun, though, because their velocities are at right angles to that force. The planets end up being pulled by the sun into a circle. A planet's speed is constant, but its direction changes. I think it's easiest with a picture:
Gravity pulls the planet in a circular orbit.