Me too. I also wonder “if the sun is moving through space at 500 Kms a second then how would a spaceship keep up once it left the gravity of well?”
Gravity well of earth.
Because it was given that same 500 Km/S speed just by being built on Earth. It's not like a cigarette butt thrown out the window of a speeding car. There is no air resistance to slow it down.
When the Apollo missions left Earth, they were in orbit around the sun in almost exactly the same direction and speed as the Earth.