As a river moves through its upper course, it creates multiple erosional features such as waterfalls. The river moves over varying rock types, some harder and more resistant to erosion than others. The softer rock is eroded by erosional processes in the river such as abrasion. This is where the sediment carried by the river through the process of traction scrapes against the bed rock, removing it from its position and eroding it. The rates of erosion are faster in the soft rock and overtime it is removed by the river creating a drop and the start of a waterfall. Often, these start from streams as the river is still in its upper course and therefore is much smaller. Features within the waterfall include a plunge pool, an area of higher erosional rates where the water is swirled around as it falls from the higher position, creating large rates of abrasion and therefore a pool at the base of the waterfall. The band of hard rock above remains however and creates an overhang as the softer rock continues to be removed by the river. Eventually, due to continual erosion, the overhanging band of harder rock collapses in to the plunge pool beneath. Overtime, the position of the waterfall moves further up the river’s course towards the source as the process continues to happen, leaving behind a gorge feature where the waterfall originally was.
I would strongly encourage the use of a diagram in a question like this.