Meteoroids are pieces of comets and asteroids that were blown off by the sun's energy. These pieces can be as big as boulders or as tiny as sand grains and are usually made from iron and nickel. When they enter the Earth's atmosphere, the molecules inside them start moving very quickly, causing the meteor to heat up and leave a trail of red, orange, yellow, green, or white light. Although they usually vaporize before hitting Earth, those who don't could leave huge craters when they land.
The name of a meteor changes depending on it's location. If it's still in space, it's called a meteoroid. If it's in Earth's atmosphere it's called a meteor, and if it's on Earth's surface, it's called a meteorite. Many meteoroids come from the constellation Leo (The lion), and those are called Leonids.
The reason meteoroids even collide with Earth is because meteoroids also have an orbit that sometimes overlaps Earth's. Giant chains of meteoroids from giant comets are called Meteoroid Streams. Meteoroid Streams are why we have meteor showers. The fastest meteoroids travel at 26 miles per second, but if they travel too fast, they will explode. Leonid shows happen every 33 years, and the next one will happen in 2032!
Here are some more pictures and videos:
Left: Meteor Shower
Middle: Meteorite from Mars