Given all mass has gravity, and gravity can be metaphorically described by a well, all mass has a gravity well. It is not necessary for mass to capture other mass in its gravity. A well is a pleasant and relative metaphor humans can visualize - not a threshold reached after certain mass.

"Large" is almost meaningless in this context. Douglas Adams put it best

> Space is big. Really big. You just won't believe how vastly, hugely, mind-bogglingly big it is. I mean, you may think it's a long way down the road to the chemist, but that's just peanuts to space.

From an education site:

> Everything with mass is able to bend space and the more massive an object is, the more it bends

They start with an explanation of a marble compared to a bowling ball. Both have a gravity well, but one exerts far more influence

https://www.howitworksdaily.com/the-solar-system-what-is-a-g...