What does it mean when you are falling in a dream and never hit the ground?

The dream of falling which effects you so much that you wake up means:

That you are suffering from extreme insecurity during this period or sometime before you went to sleep.

It could also happen due to an event that had a strong frustrating effect on you leaving you feeling helpless.

Dreams of falling are very common as one drifts between the waking state and sleeping. Often the dreams represent a literal expression of "falling asleep." These early sleep cycle dreams have no other special meaning.