Why do the things in space orbit the sun?

The great mass of the Sun distorts space around it so that things moving in a "straight line" circle around the massive star.

Firstly, re the above answer, the Sun may distort space by vitue of its gravity but things that get near it orbit it because its gravity keeps them there, not because of any distortion of space. It's the same for things that orbit the Earth.
Secondly, the question asks why thngs in space orbit the Sun. Well, they don't all orbit it. Some are far too far away to be attracted by its gravity.