This is due to the pull of the earth’s gravity. If there were no gravity the stone would remain in the air. When the stone is thrown into the air, a force is applied to it which is greater than the pull of gravity. But as it rises higher the force becomes weaker until the stone reaches a point where force and gravity becomes greater, and the stone begins to fall back to the ground.
Everything on earth, including the atmosphere, is held to it by gravity, and all the members of the solar system the sun, planets and other bodies are attracted towards one another by this force. They would all fall into the common center, the sun, if it were not for the balancing force of their circular motions. Sir Isaac Newton discovered that the gravitational pull of one body upon another increases with the amount of matter in the two bodies. It was one of the greatest discoveries in science.