Real Gravity

I can’t tell for sure, since I can’t see the whole setup.
But a few things to check, even though they might seem obvious: Are your celestial bodies set to movable? Is physics simulation enabled? Is the mass correct, or might the number be so small you can’t see any effect?
Have you tried with what seems like a ridiculously large number, just to see if something happens then?

Also, here is a video about planetary gravity that could give you some pointers (it’s old, but might still help).