Why is it always planets orbiting stars?

Planets often circle stars because they have a very strong gravitational pull. Infact, our moon orbits the earth and we can look at a solar system in the same way. The earth has enough matter inside it to keep the moon in orbit, and the sun has enough matter inside it to create a gravitational pull strong enough to keep a entire solar system in its orbit.

You can't have several stars circling a planet, the pull of a single planet wouldn't be strong enough (the planet's center would be so dense nuclear reactions would start occurring and it would be a star anyway) . You can have binary star systems though, which are where 2 stars orbit around their common barycenter.

So basically, things orbit other things with a stronger gravitational pull.