When a speck of cosmic dust enters the Earth's atmosphere, it burns up completely due to the heat generated by its friction with air. This phenomenon is accompanied by a bright trail of light, called a shooting star, which crosses the sky very quickly, generally in less than a second.
If you are lucky you may see one every night. However, shooting stars do appear more frequently at certain periods of the year: you can sometimes see several hundred per hour; this happens when the Earth crosses a cloud of particles abandoned by a comet. Only the largest reach the ground: they are then called meteorites.