Why does a rocket have such great momentum even if it is moving at a slow speed?

Momentum of an object is the product of two quantities:

Momentum = (the object's mass) times (the object's speed)

If one of these quantities is small, the momentum can still be large if the other quantity is huge.

A rifle bullet is a great example of this idea.  The bullet has a small mass ... maybe only a few grams ... but it gets shot out of the rifle with such a high speed that when you multiply (mass)x(speed), the bullet has enough momentum to knock a big person down off his feet.