Various objects of different sizes of the space get attracted towards earth due to the gravity of the earth, and they enter the atmosphere of earth at regular intervals.Such space objects are called meteors.

When these meteors captures high velocity due to the gravitational pull of earth,this high velocity and earths atmosphere create friction and due to this friction meteors starts burning.And  these burning meteors creates streak of light on its path towards earth.

People generally feel that star has fallen and due to its high velocity,its name is Shooting stars. In fact it is not a star but a meteor.