In the geocentric model of how things work, it's really easy for you to fall directly toward Earth. This happens because you are already moving fast enough to have a very small delta vee with the surface at any particular moment. Not so falling into the sun, which is so hard, we only just launched the first probe that can do it on purpose:
The reason has to do with orbital mechanics, the study of how natural forces influence the motions of rockets, satellites, and other space-bound technology. Falling into the sun might seem effortless since the star’s gravity is always tugging at everything in the solar system, including Earth. But Earth—along with all the other planets and their moons—is also orbiting the sun at great speed, which prevents it from succumbing to the sun’s pull.
This arrangement is great if you’d like to avoid falling into the sun yourself, but it’s rather inconvenient if you want to launch something there.
“To get to Mars, you only need to increase slightly your orbital speed. If you need to get to the sun, you basically have to completely slow down your current momentum,” says Yanping Guo, the mission-design and navigation manager for the Parker Solar Probe. Based at the Johns Hopkins Applied Physics Laboratory, Guo has been working on the probe for about 17 years.
Probes bound for deep-space destinations like Mars can piggyback off Earth’s momentum to fly faster. For a spacecraft to launch toward the sun, on the other hand, it must accelerate to nearly match the Earth’s velocity—in the opposite direction. With the planet’s motion essentially canceled out, the spacecraft can surrender to the sun’s gravity and begin to fall toward it. But this is almost impossible with current rocket technology, so spacecraft have to get some help, in the form of slingshot maneuvers off other planets, called gravity assists.
Douglas Adams, therefore, was partially correct: generally speaking, if you throw yourself at the sun, you will miss (and wind up in a stable orbit). NASA has just started the process of hitting it.