Very interesting. I was one of those people with the misconception. How did the ancient greeks think that we were glued onto the planet? Gravity was something Newton defined? Am I having another misconception?
The prevailing model of the universe at the time was a sphere with the Earth at the middle. In this model, the term "gravity" and "weight" meant something like "the natural level of this object".
Rocks had "low" weight, thus falling to the ground and fire had "high" weight, thus rising to the sky. Being composed of "earth" and "water", we stuck to the surface of the Earth because that was our natural place.
A lot of this model was carried over into Medieval science, but it changed over time to adapt to new discoveries, until it finally broke around the time of Galileo & Copernicus.
C.S. Lewis wrote a very interesting little work on the Medieval worldview called The Discarded Image that goes into some of this. He was writing mostly as a literary historian, but covers the scientific understanding to the extent that it informed literature. http://en.wikipedia.org/wiki/The_Discarded_Image
