Why planets, moons and other celestial body orbit the sun?

Because mass of the sun is 1.989 x 10^30 kg , in the solar system the sun has 99% mass , gravity is directly proportional to the mass , so the sun pull all celestial bodies , but some celestial bodies have orbital velocity (earth orbital velocity is 29.8km/s) , if orbital velocity of celestial body is very low value , it will fall on the sun . if orbital velocity is very very high it will escape from the solar system , so there are some particular orbital velocity need to orbit the sun ,