First of all: "How gravity really works" is a deep question, and any serious scientist would quickly concede that all we have is an incomplete working model. You certainly have heard about General Relativity; the first image on the page is your trampoline.
Our working model, General Relativity, is working because it explains a lot of observations very nicely. (Careful, here is another deep question lingering: "Explains" means that we can predict some observations from other observations with the model of gravity we have in our mind. It does not necessarily mean that we understand the "real nature" of the underlying issues.) But we are very confident that the model is working over a wide range of observations. One of the last "first-time" observations which followed the predictions and thus gave us more confidence in the model was the two black holes colliding lately. Lately? Well, billions of years ago. We just learned about it lately. Here is a link to a New York Times article with an impressive video. (I think one can still read a limited number of Times articles for free, so try it out.)
Our model of gravity is incomplete because it doesn't connect well to the model of nature we have for other things (elementary particles, quantum physics). For a while (like 70 years or so) it didn't connect at all; Einstein himself completely failed to connect the dots, which was probably not encouraging since he had received the Nobel Price for laying one of the foundations of quantum physics and was the obvious authority about gravity. If he couldn't do it, who could?
If I'm not mistaken, the physicists today are making progress, slowly. This connection between quantum physics and gravity is one of the main unresolved problems in modern physics.
Last, let me address your concern about the planets spiraling into the sun. This idea probably comes from actual balls on an actual trampoline spiraling in, I suppose. You probably know that the balls lose speed due to friction, much the same way you slow down on your bike when you stop pedaling. Some of the kinetic energy is transformed into heat.
And you know what? You are right. Given enough time, the planets would eventually fall into the sun. Low-flying satellites fall back to earth after a few years, because there are still traces of atmosphere slowing them down out there. The reason is that there is "friction" in the wider sense involved in all large-scale processes in the universe. That is actually one of the fundamental physical principles making up the world we know. It's just that the near-vacuum between the planets doesn't provide that much friction, and the planets are fairly massive bodies with an enormous mass and kinetic energy. It will take a long long time for them to lose enough energy that they'll be so close as to touch the sun. (Perhaps too long to happen at all.) In fact, over human life times the planets, moons and stuff are almost perfect examples for movement without friction. But in the astronomical time scale -- billions of years --, there certainly is friction. For example, the moon is showing us always the same side because friction slowed its rotation so that the rotation is now "locked" with its orbit.
Bottom line: The idea that gravity bends space and time "explains" all large-scale observations so far; the "trampoline" is a good model for a 2-dimensional "space", i.e. a surface, if you ignore friction.
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