There are countless big and small objects in space . These objects can be as small as dust particle to big as stars.
Sometimes these objects comes near earth and due to gravity they start to get attracted. When they are coming from space , they have very high speed. They produce heat and light when they produce friction due to interaction with earth's atmosphere. This light which is visible from very far distances cause everyone who is seeing them seem like stars are falling on earth.
Now what happen to these object depends on size of object. If they are small in size (like size of pebble) they get burned in atmosphere and din't have any chance to reach earth's surface. They are called Meteorites. If they are big in size they reach earth surface . They are called Meteors.