Because everything in the real universe occupies a volume, and therefore no two distinct "things" can be 0 distance apart. The distance between two marbles' center of masses is the sum of their radii. So if you want to measure the potential gravitational energy between the two marbles, you'd take the integral of (GM^2/x^2) dx between x = [sum of radii of marbles] and x = infinity, as an approximation.