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The graph of a 2D potential energy function is a potential energy surface that can be imagined as the Earth's surface in a landscape of hills and valleys. Then a potential well would be a valley surrounded on all sides with higher terrain, which thus could be filled with water (i.e., be a lake) without any water flowing away toward another minimum.
In the case of gravity, the region around a mass is a gravitional potential well, unless the density of the mass is so low that tidal forces from other masses are greater than the gravity of the body itself.