The very simplest answer to this question is gravity! Gravity is the force between all objects with mass that causes them to be attracted to one another. It pulls us to the earth and pulls the earth to us. The oceans are also pulled to the ground by gravity.

The earth is spinning very quickly around its axis, and it seems as though this would fling all of the surface water into space (I know that if I tried to spin a wet basketball on my finger I would get peppered in drops of water!). However, the earth is so big, which makes its gravity so strong, that it would have to be spinning impossibly fast (nearly 20 times faster than it is spinning now!) in order for the water to be accelerated fast enough to break free of the earth's gravity. Thank goodness!

I hope that this answers your question. Questions like yours are precisely why scientists do experiments and try to make theories about why the world works the way it does.