* Momentum is a vector quantity: It has both magnitude (how much) and direction.
* The Earth and the ball are a system: When considering momentum conservation, you must look at the entire system. In this case, the system is the ball *and* the Earth.
* Equal and opposite forces: The force of gravity pulls the ball down, but the ball also exerts an equal and opposite force on the Earth (Newton's Third Law).
* Momentum transfer: As the ball falls, it gains momentum downwards. However, the Earth simultaneously gains an equal and opposite momentum upwards. This ensures the total momentum of the system (ball + Earth) remains constant.
Think of it like this: The Earth is incredibly massive compared to the ball. While the ball's momentum change is noticeable, the Earth's momentum change is so tiny that it's practically undetectable. However, it's still there, ensuring the overall momentum of the system is conserved.