A simple way to think about how gravity affects light is to imagine a straight line on a piece of paper. If you crumple the paper the line will look distorted. That is only because the space it's drawn on is also distorted. Gravity distorts the space that light travels through so therefore it appears as if the light passing through that space is also distorted. That's how I understand it, but I'm no astrophysicist. I'm sure askscience would answer that question much better than I can.