The role of gravity in the formation of our Sun and planets is primarily to pull matter together.
During the early stages of the solar system's formation, a giant cloud of gas and dust (solar nebula) began to collapse under its own gravity. As particles within this cloud attracted each other due to gravitational forces, they clumped together, forming larger bodies. This process led to the formation of the Sun at the center, as gravity concentrated mass there, and eventually the planets, moons, asteroids, and comets in the surrounding disk.
While gravity does play a role in generating heat (as in the case of the Sun through nuclear fusion), the initial and fundamental role it plays is in pulling matter together to form celestial bodies. Thus, the most appropriate answer regarding gravity's role in the formation of our solar system is that it pulls matter together.