The solar system can be divided into two sections: inner and outer. The four planets closest to the Sun (Mercury, Venus, Earth and Mars) are called the "inner planets." Although in some ways these planets are very different from each other, they are alike in some ways as well. The inner planets are made of solid, rocky material.

What is the reason that all of the inner planets are rocky? Scientists believe that as the solar system was forming it was too warm in the inner part of the solar system for ice and gases to gather together with enough mass to create planets. Rocks, however, struck each other as gravity forces them together.

Source
http://www.solstation.com/stars/4planets.htm (fair use)