Forces have to be conveyed by something. If you want to push someone, you have to physically touch them. you have to REACH them. you cant just push the air, across the room, and expect them to feel the push.
this is true on the microscopic level as well. when particles exert gravity on each other, they do so at a distance. but something has to cross this distance. it is not ordinarily obvious how the sun traps our planet in its gravitational field - at a distance. there has to be something that exchanges the gravitational force between sun and earth. we call this thing the graviton. it is important to notice that something that does the "job" of the graviton HAS TO exist. maybe its not a particle. but something causes the exchange of gravitation and thats what we're looking for.
you know that "in space, no one can hear you scream". thats because there is no air that could make the sound waves travel.
in a similar way, without the graviton, there would be no "medium" that conveys the gravitational force.
the problem with detecting the graviton is that it is very weak. we would have to build really expensive machines to "observe" it.
explaining this theoretically is not difficult. we have plenty of "theories". the problem is confirming them with experiments.