I do not understand how this theory (the theory of general relativity) would work because gravity is what makes things heavy and weight is what bends things. All of the proof makes it hard to question strongly though (with light bending and all) so simply put my question is how does the earth, sun and everything else "bend" space without gravity to pull it down into space? And if this is so how does the earth's bending of space attract us to the earth?
Einstein's equation in GR describe quantitatively how space-time metric behaves, depending on the stress–energy tensor. This is how ("how much", if you wish). Nevertheless, I think that by "how" you meant "by which means", so it is indeed a "why". This one is easy to answer: no one knows. There is no proven physics theory going further that GR in understanding how gravity works. The most known "works in progress" are string theory (or its children) and quantum loop gravity (there exist others, less popular), but they haven't yet proved to hold any truth.
So, for the moment, the only answer is: "nobody knows".