It really depends on where you live. The NFL is not that big in some places (like Los Angeles, anywhere outside of the U.S.), and MLB is bigger in the midwest (Esp. Missouri, Texas) and the northeast (NY and Boston obviously).
To say it is an inferior sport is just ignorant though. Clearly no one has sat you down and explained the chess-like qualities of baseball. It is an incredibly cerebral sport - which is why the most cerebral coaches in the NFL (Bellicheck[sic] and Parcells to name a couple) are HUGE fans.