Q. 1. It is said that all souls are originally with Lord Krishna. Then how we came back to this earth? What is the assurance that the soul would go back to Godhead if the person performs bhakti towards Him.
                                                                  Bhagavad-gita describes the cause of our coming to the material world as desire and hatred (iccha-dvesa) (Cf. Bg 7.27). In the spiritual world no one has any desire, save and except to serve the Supreme Personality of Godhead. When one somehow develops the unceremonious desire to enjoy separately from the Supreme Lord and become lord oneself, such a soul comes to the material world to be an illusory master of this illusory world. The assurance of going back to Godhead is that the Supreme Lord Himself has given His word. He promises that one who perfects the performance of bhakti yoga will certainly go back to His abode. (Cf. Bg 18.65, Bg 8.7)

                                                                  Q. 2. It is said that when we reach the spiritual world we get a spiritual body. What is the nature of the spiritual body? Is it the same as our soul?

                                                                  Spiritual body and soul are synonymous. The nature of the spiritual body is sac-cid-ananda vigraha, full of eternity, bliss and knowledge.

                                                                  Q. 3. Krishna says that once we go back to the spiritual world, we will never fall again. Does that mean we will never again be a victim of maya, ego or free will? Also in addition to Krishna loka there are many other lokas presided by expansions of Krishna. Is there an hierarchy in falling down or going back?

                                                                  The statement about one not having to return from the spiritual world means that one is no longer bound by sinful reactions nor even has any remaining scent of material desires, which force one to take another material body (in contrast to one who has reached up to the Brahma loka, who will also have to fall down when their pious credits are finished.) Krishna gives His promise of personal protection, i.e. once one regains his position in The spiritual world, He will protect one from returning to this material realm. However, being marginal, the living entity always has freewill, either to use or misuse. This is just like saying that a prisoner who has sincerely and thoroughly reformed his character is terminated of his prison sentence, and being reformed he is not likely to come back to the prison again. However, he can still exercise his freewill to act, as he likes. To say the same thing differently, if freewill is taken away from us, that amounts to becoming inert particles instead of being conscious entities! As far as the different spiritual planets are concerned, they are all of the same spiritual quality, except in the difference of the mood of the devotion to the Lord exhibited by the different devotees, either in awe and reverence or in intimate love.