We don’t know what gravity is. Say that to the average person, and the answer you’ll probably get is some version of: “What are you talking about? Gravity is the force of attraction that makes things fall straight down.” But say it to a physicist, and the answer you’ll get is, “That’s right.”
We know what gravity does, in the sense that we can mathematically measure and predict its effects. We might anticipate what happens when two black holes collide or when we let go of a rock. But we don’t know how it does what it does. We know what its effects are, and we can give the name “gravity” to the cause of those effects, but we don’t know the cause of that cause.
Not that cosmologists particularly care. In science, knowing what you don’t know is a good start. In this case, it has led scientists to believe that finding a quantum solution to gravity is a key — perhaps the key — to understanding the universe on the most fundamental level. Until then, they will work with what they do know, no matter what every bone in their bodies tells them:
Gravity is not the force of attraction that makes things fall straight down.