The more massive and more compact your planet is, the harder it is to get off of. Something like the Moon, which is only about 1.2% of the mass of the Earth but 27% of the Earth's radius, is way, way easier to escape from than the Earth. To escape from the Earth's gravity, you need to reach a speed of 40,000 km/hr (25,000 mph) from the Earth's surface. To escape from the Moon, on the other hand, you only need to reach 8,600 km/hr (5,400 mph).
This explains why it would be so much easier to travel to one of the moons of Mars than to Mars itself, due to the ease of traveling back home from those places. Link