When I jump, my body is pulled back to Earth because of the force of gravity. All planets have their own pull, with different gravitational field strengths. The Earth's gravitational field strength is 10 N/kg. On the moon, when astronauts went there, you will have seen them doing great jumps. On the moon there is less gravitational pull than here on Earth. The moon's gravitational field strength is only 1.6 N/kg.
When you see a rocket blasting off, it has massive thrust. For about the first 200km it uses these great blasting engines. Then it gets up a bit higher and they are switched off, because the Earth's pull is by that time much weaker. Astronauts inside the rocket will experience weightlessness after this point. You will have to find out for yourself what the gravitational field strengths are for other planets like Mars and Jupiter.