Gravity was discovered accidentally by Newton after he observed an apple falling from a tree. But what actually is gravity and what is its role in nature? However, gravity remains much of a mystery. We experience gravity and are affected by it all the time, and yet we do not know what it really is except for interpreting it as a force or field. This paper, which is published in an international physics journal, takes on the challenging task of examining gravity and suggesting the possible actual role of gravity in nature, from our macro-world to the micro quantum world, and hence the possible unification of gravity with all the other forces of nature, through two modes of reasoning, namely reasoning by reductio ad absurdum and by analogy. The paper contains preliminary and explanatory materials which lead to the author’s hypotheses in Sections 5 and 6; Section 6 also provides some anecdotal evidence of what gravity is.