There isn’t any real physiological difference between a Fallen Angel and a normal Angel. Fallen Angels are called that way because at some point, they disobeyed their God and as a consequence were cast out of Heaven.

If Angels don’t have free will to begin with, Fallen Angels conquered it to a certain extent. It started with making a first choice contrary to their original “programming”.

The Grigori are an order of “Watchers”,  intended to be some sorts of sheperds for the first human followers of their God. They got to know human, to appreciate them, and started teaching them many things which weren’t part of their original orders. They also got feelings for human women, which was the cause of their Fall, since their God didn’t want any Human-Angels offsprings. He sent other Angels to bring the Grigori back to Heaven, but they refused. They liked their lives on Earth with the Humans and the civilizations they helped building.

The war between the forces of Heaven and the Grigori devastated many cities and realms over the centuries. The Grigori’s children with mortals, called the Nephilim, were some equivalent of demigods. They ruled armies of men, as did Angels. In the end, though, many Grigori were captured, and others fled and hid on Earth for millenia. The Nephilim, though, were hunted down and eliminated by the Angels.

Another Angel rebellion took place, but in Heaven: Satan, an Archangel, disagreed with his God on the ways to handle mankind and to organize Heaven. At that time, he was a kind of Prime Minister in Heaven, and was in charge of organizing the Angels as well as Earth. He was pleading for a direct ruling of Earth by the Angels, and to cultivate human passions and emotions, including the negative one, for a better “breeding” of the human herd. He had lots of supporters in Heaven, and his rebellion started a war. Their God had to interfere directly to stop the conflict, and he cast out Satan and his followers to the deepness of Earth, in a realm which would be called Hell. A peace treaty was signed to insure a balance between Heaven and Hell.

The first of the Angelic rebellions was Lucifer’s, though. Lucifer was the most powerful being created by his God. But he wanted to enlighten men, to make them creatures of light, giving them knowledge and power. Philosophical debates between Lucifer and his God lasted for millenia, the legends say. But in the end, Lucifer opposed his God, disagreeing on his methods. They fought, and Lucifer was thrown down on Earth.