A fallen angel is a wicked or rebellious angel that has been cast out of Heaven. Wikipedia
The first fallen angel is thought to be who we now know as the Devil, AKA Lucifer("Day Star" or "Son of the Morning"). It seems originally that he was a super angel; handsome, charming, personable and able to sit at the right hand of God, taking care of everything, just a really great personal assistant. But, as time went on, and he found himself taking care of all of God's details, he began to think that he was just as good as the boss--just as capable and certainly just as smart. Of course, he wasn't, and rather then just a reprimand, God tossed him out of heaven, to end up, in of all places, here on earth.
My fallen angel has just been kicked out of Heaven. The world is just forming, and the environment is hot and steamy, and quite harsh--clearly not the place he was just booted out of. He is fearful, anxious at what has happened, but not quite sure he understands where he went wrong. The large, white angel, clean and fresh, is having to explain to the fallen angel that he can't go back to heaven, that he is stuck here on earth. Playing the bad cop for God, she is sad at what she has to do, but firm in what she has to say. He can't come back, and must stay here on earth for eternity. That's it, no second chance, no way to earn his way back into the good graces of God.