Gravity is an attractive force. All masses exert gravity, so matter pull toward each other. However, it is only significant when the masses are large, like that of Earth. Exactly what causes gravity still remains a mystery. Since all the other three fundamental forces (strong, weak, and electromagnetic) are caused by particles called bosons, some scientists think that gravity is caused by particles called the graviton. However, such a particle has not yet been observed, and its existence has not been proven yet.
Also, gravity does not hold EVERYTHING together, as another person has already mentioned. Static electricity holds your socks together after they come out of the dryer, not gravity. Also, gravity is too weak to hold together, say, the nucleus of atoms, or even atoms of molecules together.
