I believe you’re referring to Terminal Velocity
Small animals bounce, medium animals break, big animals splash
(FYI, do not look up examples)
A spider can literally float if it farts out some silk.
A horse becomes soup.
Depends on the spider. When I briefly lived in AZ we had a problem with tarantulas ending up on top of our cars if we left the light on outside during the night. I knocked off off the car roof and it literally splattered. I felt bad, I assumed they would be fine.