See what a waterfall does
Make a waterfall in a sand tray. Make your waterfall by placing three building bricks on top of one another. All of the bricks should be on a thin layer of sand.
Make sure that each brick juts over the one below on the edge that will be the waterfall. In this way we will make sure the water falls all the way down.
Now hold a board on top of the upper brick and tilt it up away from the 'waterfall' edge. The, using a jug of water. Make a river by pouring water on to the board. The water will flow onto the board and over the top of the uppermost brick, then fall down onto the sand.
What happens to the sand in the tray as the water falls? Do you get a hollow (a plunge pool) in the sand?