How The Solar System Formed

It all started with the Big Bang, but thats another story, then, gasses and particles started to get compressed, all by gravity, until so much particles were in one place, that they started to vibrate, create friction and suddenly collapsed and started hydrogen fusion, which created a giant ball of gas we now know as our sun. Gravity from this ball of gas started attracting more and more matter to its path, this matter crashed with other matter to create planetesimals, this planetesimals started collapsing and collecting more matter, then becoming proto-planets, later becoming true planets by addition of matter.  The inner planet's light gasses were blown away by the sun's heat, while the coldness in outer solar system enabled the outer planets to keep those gasses... Our moon, a theory explains, (Big Splat) that it came to us by a collision when our Earth was just million years old: 4.4 billion years ago, it was a collision with a "rock" the size of Mars... the collision created debris around us that eventually joined to us or, created our moon.

This is the EXTREMELY basic and simple, if you wish to learn more:

Solar System Birth

Moon (Wikipedia)

SUN (News)