Why are we not pulled off Earth and toward the Sun?

It is because the planets have a linear velocity and due to their inertia and no air resistance(vacuum), they retain their linear momentum. When the Sun's gravity pulls on the planets it does so at a 90 degree angle so all it can do is make it revolve around the Sun since perpendicular forces don't affect each other.

So the planets have a linear speed which is not affected by the sun's gravity and at the same time are pulled at by the sun's gravity.