The gravity well is another word for the gravitational pull.
When the Coalition Fleet arrived at Stroggos, they were held helpless in orbit by a device known as the gravity Well - a huge machine that could enhance the planet's gravity field.
The device was guarded by a powerful guardian - the Black Widow. A marine known as Stepchild managed to fight through the Strogg defenses and destroy the Gravity Well with an anti-mater bomb. This allowed the Fleet to break free from orbit and caused multiple secondary explosions throughout Stroggos.