Most meteors that enter the Earth's atmosphere are pieces of asteroids from the asteroid belt. The meteors were formed more than 4 billion years ago during what is thought to be the early stages of the solar system.
As the planets were forming, a number of small planetesimals began to take shape between Mars and Jupiter, but were torn apart by gravitational forces before they could stabilize. This debris occasionally falls to Earth as meteorites.
Collisions in the asteroid belt can send fragments of rock on a course toward Earth. Meteors may also enter Earth's atmosphere due to the long-term gravitational perturbations that eventually release a large asteroid out of the belt. Some meteorites are debris from the Kuiper Belt or Oort Cloud (both are located at the extreme fringes of the solar system), but most of the objects in this region of space are icy comets rather than rocky asteroids.
Large meteors are relatively rare, but objects enter the Earth's atmosphere every day. According to NASA, as much as 44 tons of space debris falls to Earth every day. Most debris takes the form of small particles that burn up completely due to the friction of the planet's atmosphere.