Why do some parts of a house get dustier than others? Dust particles are tiny bits of rock, ash and organic matter that have been ground into fine pieces by the wind and wear. Although these particles are denser than the air that surrounds them, they have trouble falling through the air because as soon as they move faster than about a snail's pace, they experience considerable air resistance or drag forces. A dust particle has trouble falling through the air because the upward drag force it experiences while descending even a few millimeters per second is enough to balance its weight so that it stops accelerating downward.
Because dust particles have so much trouble descending through air, they tend to be swept along with moving air. That's why areas of your home that have large air currents tend to accumulate relatively little dust - the dust is swept along with the air currents and doesn't have time to descend all the way to the floor or furniture. But in areas of your home with fairly still air, the dust can slowly settle out so that it coats all the surfaces.
Why does dust settle on the moving blades of a fan?
As the air flows across the blades of a fan, the dust particles in it occasionally pierce through the airflow and hit the blades. The same sort of process occurs when a bug hits the windshield of a car; the bug would normally follow the airflow but its inertia prevents it from moving out of the way quickly enough and it hits.
Once a dust particle hits the fan blades, there isn't much to remove it. The air moves remarkably slowly right at the surface of the fan because that surface layer of air experiences lots of viscous drag. Even though the air is moving swiftly only a few millimeters away, the air right on the fan blade is almost stationary. Thus the dust can cling to the blade indefinitely.