Our Moon is extremely far away from other planets in solar system, which by the way have insignificant gravity compared to the Sun.
The only object that affects the Moon is the Earth (and Sun somewhat, but nowhere near the amount the Earth does).
You see, the gravitational pull decreases with the square of the distance, meaning if you increase the distance between two objects 10 times, gravitational pull will decrease 100 times.
Since Earth and Moon are very close to each other (in astronomical sense), Earths relatively small gravity strongly affects the Moon, but as you go further away, that effect wears off and by the time you reach, for example Jupiter's orbit, it is so small it can be neglected.
You also must understand that even as you come closer to the center of the galaxy and the black hole in the middle, stars that are orbiting it are still very very far away from both each other and the black hole (a lot further than Earth from Moon, or even from the Sun).
You also must understand that relative size does not matter much.
For example artificial satellites orbiting Earth compared to Earth are a lot smaller than some stars orbiting black hole (relatively speaking of course), but they still don't fall down even though they are extremely close to it. Why? Because they are orbiting. They move pretty fast in one direction which enables them to continuously fall down without ever actually hitting the ground (without factoring in the atmospheric drag).
The exact same principle applies to stars orbiting black holes. They move forwards and continuously fall around the hole, but never hitting it.
The amount of gravitational pull doesn't matter. No matter how big it is, you only need to counter it with adequate forward motion and you're orbiting.