It isn't a gigantic rocket, it is a rather modest booster (490 kN of thrust) designed for suborbital flights, hence it's naming after Alan Shepard the first American in space, with a short suborbital flight while the Soviets were happily orbiting.
Just to illustrate, the SpaceX Falcon heavy has a thrust of 7600 kN, and the Starship block 3 should achieve 26500 KN.