I heard on QI i think that you always wake up from falling due to when we evolved from monkeys and lived in trees. We would wake so we could grab the branch and not fall. And since your semi conscience while dreaming these instincts are still there
I usually have recurring dreams of great loneliness and fear. I'm constantly running from something (it changes every time) and I know that I'm all alone, which is most likely how I developed my incredible fear of loneliness. These dreams are usually set on lonely outback roads or some other desolate place.
sometimes I have ragey dreams, where I'm just irrationally furious at someone for some reason and in real life there's no reason why I would ever be so mad at them.