Pressure is nothing more than the weight of something on you. So, standing on the surface of Earth, a column of air that goes up to 50 km weighs upon you. However, in space away from any planet there is no air upon you, and gravity is weak. This makes the air pressure in outer space less than on Earth.

Air pressure is the result of many collisions between air molecules and some surface. Essentially, if there are more collisions within a given area and time between air molecules, there is higher air pressure. In outer space, there are very few atoms or molecules per given area, so the likelihood that there are collisions between atoms or molecules is very low. To help you visualize this in a very conceptual way, consider a billiards table. If we were to put 2 balls on the billiard table, the balls will probably only collide once in a while. Now, put 20 balls on the table. The likelihood that you'll have any two balls collide is a lot higher now. So you can imagine the same is true when comparing Earth's lower atmosphere, which has about 2.7x10¹⁹ molecules per cm³(that's 2 with 19 zeroes after it-- more than a billion billions!), vs. interstellar space, where there are only between 0.2 and 10⁶ molecules per cm³.

The Earth is so massive that it attracts things towards it through gravity. The Earth's gravity prevents us from flying off the face of the Earth, and in the same way it prevents most gases from leaving the atmosphere. (Helium is the only exception. It is so light that it escapes the Earth and floats off into space.) Because the Earth's gravity attracts gas molecules, there is a large amount of gas near the Earth, which leads to our atmospheric air pressure. In space, unless there is a strong gravitational force, gas molecules are not concentrated in any one area. The low concentration of gas molecules leads to a very low pressure. This is the combination of a very large volume (all of space) with a relatively small amount of matter (gas).

Earth's gravity holds the Earth's atmosphere onto the Earth. In space, without a planet to hold gas down with its gravity, it disperses into the void.