They are the planetesimal building blocks that didn't get used in the creation of the nine planets. They range in size from 100's of meters to a 1000 kilometers in diameter. The interplanetary debris that do hit the ground are called meteorites. Meteorites are intrinsically stronger and larger than meteors, and are for the most part fragments of asteroids. Some are samples of asteroid surface layers, and some are from deep in the interior of their parent bodies.
Meteorites can be of four basic types.
These samples formed in the cold, outermost portions of the asteroid belt where ices are abundant. Achondrites are rocky, with no glass spherules, and resemble Earth lavas. They were once melted and then resolidifies on the surface or interior of the parent asteroid. Stony-iron meteorites are mixtures of rock and metal, and Irons are pure metal. These types are likely to have come from the central portion of the asteroid belt, where asteroid parent bodies were heated enough for their heavier minerals to sink to their centers and form cores.