Why the rain fall down from the sky?

It's called the water cycle. Basically the sun heats the sea so it evaporates (goes up into the sky) to form clouds! When the clouds get too big or full of water, (clouds are made of water evaporation) they start to rain! Thats why the rain falls!

That's a very good answer. I was wondering how I was going to explain this. You did it in a much simpler way than I could have.

It falls because of gravity.  You've never seen rain fall up, have you?

(Sorry; couldn't resist.)

It's just hard to fall up!