Most asteroids orbit very far from the Earth, between Mars and Jupiter. Some debris however or dust released by the tail of comets can cross the Earth at the chance of a meeting. The smallest pieces enter our atmosphere and burn there in general. This is the luminous phenomenon known as a shooting star or meteor, like those that appear around August 11 each year. Most of those you can see during the night are no bigger than a grain of sand and burn completely in the atmosphere around 50 km altitude. Some even leave a little smoke or a sparkle or even an explosion, but it’s very rare.
A meteor, known colloquially as a shooting star or falling star, is the visible passage of a glowing meteoroid, micrometeoroid, comet or asteroid through Earth’s atmosphere, after being heated to incandescence by collisions with air molecules in the upper atmosphere, creating a streak of light via its rapid motion and sometimes also by shedding glowing material in its wake.
When a shooting star does not burn completely in the atmosphere and touches the ground it is called a meteorite. If you are lucky you can sometimes discover in a field or on the snow. You can also harvest in August leaving a large basin full of water outside for a week. Then you pass the water through the sieve of a very thin canvas and with a magnet you can catch the tiny meteorites made of iron. Large meteorites are often black and heavier than ordinary stones. Their surface sometimes looks like fingerprints in the modeling leg.
Is a meteorite hot? No. Although it burned in the atmosphere the heat did not transmit itself to all the rock and it remains very cold because it remained a long time in the icy space. So there is nothing to fear if you see one. Most meteorites are composed of iron, they are called siderites and can be attracted by a magnet. Those made of rocks are called fireballs.