Anyway, sorry about the drivel. Kids these days don't like drivel you know? So onto your questions.
There are many things that are also theories. A few examples:
- information (a theory of information was proposed by Claude Shannon and published in 1949);
- crime (the subject "criminal theory" is usually taught in some colleges courses in Law schools);
- music (music students have "music theory" classes, which tell them why certain combinations of tone are harmonious while others are not);
- germs (medics finding a relation between diseases and the presence of miniscule creatures in the body of sick people and abstent in the bodies of healthy people);
- plate tectonics (geologists finding continents with the same shape and rock types separated by an ocean and with a rift at the bottom of the ocean).
Therefore, you can extend your "gravity is just a theory" idea and try to wonder what would happen if you jumped out the window. I don't recommend you try it, but you can still think about it.
But this section of Yahoo Answers frequently sees people asking about "X it's just a theory" or saying "I have a theory about Y". The common thread is that those people interpret the word "theory" to mean "speculation", which is okay for television shows but it means something different in sciences. (I suppose those people think it's okay to say "I have a theory why women never go alone to the bathroom." No dude, that's not "a theory".) But in sciences, the word "theory" describes the both the known facts but also an explanation for the relations between those facts. Furthermore, a theory also allows you to make predictions that you can measure to test if the theory matches the way the world works and how close it matches it; look up the word "falsifiability". Newton's law of gravitation just tells you what it is, it doesn't explain *why* it is the way it is; for that, you need a theory, and it should incorporate the facts. A theory can have limitations, and what falls outside of how far the theory can go are anomalies. Usually, a "better" theory replaces an older theory by giving explanations for the same facts as well as justifying an explanation for the previous anomalies. Yet another example: the laws of thermodynamics and the laws of mechanics don't explain why they are so; for those, you need an organized set of ideas -- in other words, a theory. For mechanics you have classical mechanics as well as relativistic mechanics (i.e. theory of relativity, for which Einstein proposed two separated by 10 years time). For small things, you have quantum mechanics and its "daughter" quantum field theory, which incorporates special relativity.