Hi SkeetonYu and RhythmScript,
In Defaults for CharacterMovement component there is an option for Run Phyics with No Controller, which is set to false by default. If you enable this, an uncontrolled Character will react to physics way a Character normally does, including falling when spawned above ground.
If you would prefer to assign a controller to a spawned Character, you can spawn a Controller using Spawn Actor from Class, and then use Return Value to Possess new Character.
Hope that helps!