When Christopher Columbus sailed around the world if its round how come he didn't fall off the face of the earth?
Sailing around the world is sailing within the spherical confines of our planet. If there were no atmosphere, or gravity, then we would simply fall off the earth. However, as gravity is pushing us down, and is affecting the winds, ect within the atmosphere, we are bound to the surface of the water.
Even though a sphere is included in the define of spheroid, it is a type of spheroid, not the inclusive answer. The fact that gravity pushes down on us from all around, mainly because the earth is spinning so fast, and other more complicated reasons; the spheroid holds whatever is on it's surface down to adhere to the confines and shape of such a surface.
Even if the world were flat, or a flattened spheroid, we wouldn't fall off, instead, we'd loop around to the other side because gravity wouldn't allow us to actually 'drop' off the side of the cliff. The inverse gravity on the other side of the plane would pull us to it's confine, or surface.
Mathematically you can say that gravity pushes us from all around using a tangent direction. That means that no matter the point you are on this earth, gravity is pushing down on you within the same confines as any other like region. As to falling off the earth, if gravity didn't exist, we wouldn't 'fall' exactly; we would more likely be thrown or float off the earth (thrown if the world is spinning).
The world indeed is a sphere, but it is not a perfect sphere, due to the rotation of the earth around it's axis, as well as the rotation of the earth around the sun (central axis), the spinning and speed of the planet make it more of a sphere that jiggles, sometimes squeezed, and sometimes elongated. But, not by much :) Just a bit :)