* Stars are incredibly far away. The closest star to our solar system is over 4 light-years away, and that's just the closest! Most stars are much, much farther. For something to "fall" from the sky, it needs to be relatively close to Earth.
* Stars are massive and held by gravity. Stars are enormous balls of hot gas held together by their own immense gravity. They're not just floating around in space waiting to fall.
What we see as "falling stars" are actually meteors. These are small particles of dust and rock that enter Earth's atmosphere at high speeds. The friction between the meteor and the air causes it to heat up and glow, creating the bright streak we see.
So, to summarize:
* Stars are huge, distant objects.
* "Falling stars" are actually meteors, small particles burning up in our atmosphere.