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Because there is Gravity! If there was no gravity, how else did you think that planets stay in orbit?

so, if we are at the intermediate point of the gravitational force between two planet, where will we fall?

Depending on whose gravitational force is stronger at that point, you will fall to the planet with the higher gravitational force

Then why don't that planet with lower gravitional pull will collide with the stronger one?

Because it is rotating. The force due to the planet is not the only force acting on the planet. The stronger force is the gravitational force of the sun. One easy way to think about it is that it constantly "falls" towards the planet, but the planet moves away, so it tries to fall again, but the planet is still moving away.