According to the "experts," falling dreams are a theme that is quite common in the world of dreams. Contrary to a popular myth, you will not actually die if you do not wake up before your hit the ground during a fall.
"As with most common dream themes, falling is an indication of insecurities, instabilities, and anxieties. You are feeling overwhelmed and out of control in some situation in your waking life. This may reflect the way you feel in your relationship or in your work environment. You have lost your foothold and can not hang on or keep up with the hustle and bustle of daily life. When you fall, there is nothing that you can hold on to. You more or less are forced toward this downward motion without any control. This lost of control may parallel a waking situation in your life."