Question

cloud is my mother. wind is my father. i come down but never go up. what am i?

Explanation:

Clouds are made of water vapor, which can condense into rain (the "child"). Wind can move clouds around, acting like a "father." Rain falls down (comes down) and doesn't go up on its own (without evaporation, which is a different process not described in the riddle's simple terms).

Answer:

Rain