[Kael]

I like to think of it like kind of adjustments you have to make for navigation even here on Earth - paths that seems straight are actually curved over long distances. Likewise, gravity 'bends' locally straight paths, so for example the Moon isn't held near the Earth by some force or tether, it's following the path it would normally follow given its velocity, etc. It's the path that's bent.

That's how I see it in my head, anyway.