because every object in the solar system is already orbiting the sun, and sometimes another planet as well. And these orbital speeds are generally much faster than our propulsion can impart to the vehicle. For example, if you want to fly from earth to Mars, you add enough energy to your rocket to alter its orbit slightly so it intersects Mars's orbit. You do this by speeding up. Of course, when you get there, you'll be going too fast to stop, so you'll have to do another burn to slow down.

To go down the gravity well, say on a trip to Venus, you have to slow down your orbital velocity so you can fall sunward. Everything is in motion, relative to the sun.

Now if there were an object floating stationary in space NOT in orbit around the sun, it wouldn't have to do anything. Left alone, the sun's gravity would pull on it and it would simply fall down the well. The reason spacecraft have to do all these complex powered maneuvers is that they are ALREADY in orbit, and need to alter their orbits to get to their destination. And of course, once they get there, they have to boost again to match course and speed with their destination.

Read this:

https://en.wikipedia.org/wiki/Hohmann_transfer_orbit