Cooper's spaceship travels around (and very close to) the event horizon of Gargantua.
Romilly explains to Cooper...
Romilly: Gargantua's an older, spinning black hole. It has what we call a gentle singularity
Romilly: They're hardly gentle, but the tidal gravity is so quick that... ...something crossing the horizon fast might survive. A probe, say.
Now even if we consider that Cooper's ship was going at a very fast pace, how did he and Brand survive Gargantua's gravity?
Note: I'm assuming the fact that Gargantua is a black hole and should have immense gravity. So even ahead of the event horizon it should be huge.