Because there are miles of air on top of you and air has mass so all the mass of the air on top of you is on your head and the ground. (the air can't penetrate the ground)
Take note: Air is also denser at sea level because it was compressed.
Because as you get closer to the surface of the earth, the more air that is on top of you. At the top of the atmosphere, there is less air, and everything is a vacuum, where you have no weight. When you get close to the earth, the weight of the air builds until it when you're at the very lowest point of the earths surface, all the air in the atmosphere above you is pressing down.
