To add to NWRs explanation...
Take a length of rope. Stand in the middle of a field and put a stake in the ground. Tie one end of the rope to the stake. Walk away from the stake paying out a length of rope, say 10 feet. With the rope taut, walk around the stake once, measuring the distance you walk. Compare your answer to what you would expect from C=2xPixR. It should match of course.
Try it again with 50 feet of rope, then with 1000 feet, then 10 miles, then 100 miles, and finally 1000 miles. What do you notice? Your measured distances start to deviate from the usual formula for the circumference of a circle. Why?
Of course, you are not dealing with flat circles. You are on the Earth's surface which is curved, and your deviations from the circle formula actully measure the curvature of the Earth.
Now repeat the exercise, but make the Earth your centre point, and move off into space to make your circle. You will experience the same effect, owing to the curvature of space generated by the Earth. You can't see this curvature as it is slight, but you can measure its effect. The effect is much more pronounced and easily visible around a black hole.
Rather than circles, you could draw triangles on the ground and measure the angles. Once your triangle become large enough you realise that the angles actually add to more than 180 degrees, revealing a positively curved ground. The same thing happens in space: you find that the angles of triangles with perfectly straight lines don't add up to 180 degrees.
Edited by cavediver, : Finally remembered how to spell taut - actually, the wife pointed it out