Day 4 in braces. is it normal for some teeth to feel loose? possible to fall out?

Normal feeling: The braces will cause your teeth to shift slightly, and they will feel loose. This will eventually get better, at which time your orthodontist will probably tighten your braces again! :). But your teeth will not fall out!

Yes: As teeth move they can feel loose. If the teeth had good bone support before the treatment began this should be no problem and they won't fall out.