At any given time each planet is traveling in a straight line. It would continue in a straight line and we would fly out of our solar system if there weren’t any other forces acting on us. Here is an example of the direction the Earth is traveling in at an arbitrary moment.
To figure out what the Earth is going to do, you need to add up all the forces acting upon the Earth. There are lots of other forces acting upon Earth (from the moon, other planets and the sun) and the biggest one just so happens to be the force we feel from the sun. This force is so large that we can effectively ignore all the other planets and our moon in our approximation.
The force that the Earth feels from the sun is an attractive force and always points directly from the Earth to the sun. Therefore we can now ask the question. If an object is moving in the direction shown and feels an acceleration towards the sun, where will it move next?
It turns out the answer is, it will start moving in a circle! At any given moment we can say that the Earth is moving in a straight line but is continually ‘falling’ towards the sun, thus results in an approximately circular orbit!