This is because all of the forces on you that result from the Earth's gravity are balanced. Mass attracts mass. There is the same amount of earthly mass in every direction. So you would be pulled equally in each direction and the net force on your body would be zero
OR
Acceleration due to the earth's gravity is zero at the centre of the Earth because at that point the mass of the earth is equally distributed in all directions, so pulling equally in all directions for a net zero pull. As the distance from the centre decreases, the acceleration due to gravity also decreases. At the centre the distance is zero, hence gravity is zero