There are a few different theories as to why people might experience the sensation of falling in their dreams. One possibility is that it's a vestigial response from our evolutionary history. Falling is a potentially dangerous event, so it makes sense that our ancestors' brains would have evolved to pay special attention to it.
Another possibility is that the falling sensation is caused by a change in our sleep posture. When we first fall asleep, our bodies relax and we often sink down into the bed or mattress. This can cause our heads to drop down, which in turn can trigger the sensation of falling.
Whatever the cause, there's no need to worry if you occasionally find yourself falling in your dreams. It's a perfectly normal experience that doesn't mean anything sinister.