However, I find it difficult to believe that we are kept on a ball by gravity.
OK. Well luckily, it isn't a matter of belief. It's something we can test:
Gravity is, relatively speaking, a weak force. If you think about it, every time you use a magnet to lift a paperclip a small magnet is overcoming the gravity of the entire planet pulling down on it.
BUT, the earth is really, really big. And that's what generates enough force to stop us falling off.
And as Scroogie says, there is loads of evidence that gravity pulls things into a ball. I'll let you do your own research about that.