Try different throwing angles and different forces of impact and examine the craters. Wet the sand with the water and try the experiment again. Shooting stars are not stars at all - they're meteors, rocks burning up inside the Earth's atmosphere. Sometimes meteors make it through the atmosphere before burning up completely. These rocks are called meteorites.
Most meteorites fall into the ocean, but occasionally they fall and hit land, forming a crater.
A comet's tail is made of gases and debris melting away from the icy chunk of rock. As the comet whizzes through space, it moves through a constant space wind - solar wind. The Sun is a hot, bubbly, explosive place which sends little bits of itself into space at super-sonic speeds every moment. All those fast-moving particles make a solar wind that blows through the solar system, and blows the gases and debris off the comet into a tail. The wind is always blowing away from the Sun, so as the comet passes around the other side of the Sun, the tail is blown forward from behind.