There's no outer edge of a gravity well. It just tapers off, infinitely.

Imagine a big frozen lake, with a post stuck up from the centre, and a rope tied to it. You've got big wet-iceblock boots on, but you have have hold of the rope.

If you're just standing still, then reaching the post is stupid-easy, you just haul on it, and you slide right on in.

But now imagine you're not just standing there, you're whizzing hell for leather round the edge of the lake at 50 MPH.

You haul on that rope with all your might, it doesn't get you into the middle; all it does is stop you flying out into the weeds.

You simply can't get there from here, your turning circle is too damn big.

That's orbit. That's how it works. If you're going past a thing fast enough, you can't turn hard enough to hit it.

you are already constantly falling around the sun. No effort needed. If you want to stop orbiting (fall "down" instead of sideways) you need to negate the speed you already have. Otherwise you'd just keep doing the same thing we all already are: falling around, but not into, the sun

We're already in the sun's gravity well. The hard part is getting any point in your orbit to be close enough to the sun to use it's atmosphere to slow down (or just hit it and disappear, that's the easy part). Our orbital velocity around the sun is 29.8km/s, a low earth orbit would be in the range of 6.9-7.7 km/s depending on altitude and you can't really get anywhere in space without getting off the planet. So even if we ignore everything else you'd still need enough fuel to change your velocity by nearly 40km/s. To carry the extra fuel into orbit you'd need a much bigger rocket and that means more fuel and expenses. In fact I'm pretty sure it takes more fuel to get into a circular low solar orbit than it would take to get to any other planet.