Everything was explained quite clearly in both movies if you payed close attention. As for the idea of characters fearing things in the matrix that is simple. as stated clearly most folks like Morpheus etc... can only "bend the rules" while Neo can out and out break them. The fall from the skyscraper wasn't in the matrix it was in a Human made training program. When Neo fell he didn't die cuz the rules were4 different there. There are limits to how Much "Floating Morpheus and Trinity etc... can do. They can't fly like Neo.