The earth is constantly trying to fall into the sun, but it keeps missing. That is essentially what an orbit is. The sun exerts an attractive force on the earth, accelerating the earth directly towards the sun. This acceleration is constantly taking place. However, the earth also has some sideways momentum (perpendicular to the direction towards the sun). So as it falls towards the sun, it also moves to the side. As long as that sideways motion is enough to "side-step" the sun, the earth will orbit instead of crashing.(applicable to all planets)
The reason why we do not fall into the center of the earth is because there is land and water that blocks our path.