Is it ok to let baby to fall down for them to learn? Will it hurt their brain? As I don't wish my kids too protective also. My baby 8months now. I bought a thick carpet for her (2inch). She always unaware and fall behind while sitting.

Nope, when kids grow, they tend to know how to climb up and down on their own. (Mine is 13 months and he know how to climbing up and down safety, of course we are always there to watch him out. He can climb the slide up well then his sister instead.) I mean you don't know when will be the worst fall that could cause them disabled or anything else too. It's always best to protect them and guide them while they grow up.