Hi Isaias!
The Sun has a gravitational field because it has mass. Gravity is a property of anything that has mass. So this means that you and I also have our very own gravitational fields. Of course, because we have much, much, much, much smaller masses than the Sun or the Earth, we do not have planets, moons, or satellites orbiting around us. You can read about an early experiment to measure the force of gravity between two small masses here:
http://www.aps.org/public...6/physicshistory.cfm
http://en.wikipedia.org/w...Cavendish_experiment
The mass of the Sun is about 1.9x10^30 kg. Note that mass tells you how much matter is in something and does not change. On the other hand, your weight depends upon where you are because weight is really a measure of the gravitational force attracting you to the ground. Since the Moon has a smaller mass than the Earth, it's gravitational force is weaker and you weigh less on the Moon than you do on Earth.
Kris