The answer to this ancient riddle is commonly accepted to be "your age," but in reality, there are a number of possible answers. Other things that rise but never come back down are hot air and helium.
Age is the answer that requires no explanation, while hot air and helium require some level of scientific understanding. As air is warmed by the sun, it becomes less dense, causing it to rise, while colder, denser air displaces it. Helium is an interesting element because, once it has been released into the atmosphere, it continually rises until it escapes into space. It is for that reason that the air on Earth only is only 5.2 parts per million helium.