Gravity pulls objects together. The greater the mass the stronger the pull. In the beginning there was only Hydrogen gas, and gravity gradually pulled it together to form stars.
At the centre of stars, atomic fusion takes place and elements like Helium (basically two hydrogen ions smushed together) all the way through iron can form. For certain reasons, iron is as heavy as it gets during a star’s normal life. However, when a star of sufficient size dies and goes supernova, the energy is enough to fuse heavier elements (cobalt right the way on up to uranium and such) right as the star explodes and scatters all its material in a big cloud.
After a few generations of stars doing this, there’s a lot of these heavier gases and metals floating around and gravity pulls that stuff together as well, and when the clumps of matter are too small to be stars (not enough pressure for nuclear fusion to take place), they form planets.
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