Which planet has the greatest attraction to the sun?
The gravitational force between two objects is proportional to the inverse of the square of their distance, i.e.
So if you're twice as far, the force is four times weaker. Similarly if you move to half the original distance, the Sun's gravity is four times the original force. So Mercury feels the strongest gravitational attraction to the Sun. (That's indeed also why it orbits faster, think of spinning a rock on a string: short string=fast spin=more force!)