what is going on

every time i make a shape on my plane it falls right threw when i start it what am i doing wrong?

You need to add Colliders to your objects and your plane.

yes if you want an object to collide with your plane or terrain or whatever you've placed, you should add a collider. you can do this by going to the component menu and then click physics and go on the correct collider.

Hope this has helped you!=)

A quick search of Unity Answers would show this question has been answered many times before.

Does your plane have a box or mesh collider attached? Does your 'shape', which I assume will be movable have a rigidbody component attached to it.

You need each gameobject to have these in order for the physics system to work correctly.