The planets travel around the Sun following elliptical orbits. Mercury and Venus both orbit closer to the Sun than Earth. Mars is the next planet out from Earth. These four planets are called the 'terrestrial' planets because they are basically rocky, similar to Earth.
The other two planets visible to the naked eye, Jupiter and Saturn, travel more slowly in more distant orbits. The nearer a planet is to the Sun, the quicker it moves in its orbit.