You know that anything that is dropped falls to the ground. The earth pulls it down. The earth is constantly attracting, or pulling on, everything on it or near it. This attraction is called gravity.
Gravity causes bodies to have weight because it pulls them toward the center of the earth. The more matter a body has in it, the more it weighs, because gravity pulls upon every bit of it. The air has weight and pressure because of the pull of gravity upon it.