Falling stars are email solid bodies that travel through Space. These stars are commonly called 'meteors'. Meteors can enter the atmosphere of the Earth at great speed. As a result, the friction that is created causes the meteor to begin to burn up. This produces the light that we refer to as a falling star. Our atmosphere protects the Earth's surface from the impact of meteors. Meteors burn up as they travel through the atmosphere. In Space there is no such barrier, so meteors do not burn up.
Since the Moon does not have an atmosphere as dense as ours, many scientists think the craters on the Moon may have resulted from the impacts of meteors.