If you fall from a great height do you immediately lose consciousness?

Well, I heard of very few cases where some individuals had their parachute fail and they had like branches or soggy ground slow them down therefore allowing them to live through it but most of the time you may barely have the time for a short prayer before the journey to meeting your ancestors

Have you ever heard the phrase "he was dead before he hit the ground."

No. You might have a moment or two, when fear causes your to grey out. But there is no physical reason for it.

did it once, overrated whatevs

Done a lot of falling from 2000 to 18000 feet and never lost consciousness or blacked out.

The sudden deceleration at impact can do it.

If it's not instant black out or death  it's nasty pain I think it might be called going into shock, so much pain your just out of it. 

Depends on how you land or what you land on.

No. Losing consciousness comes from lack of oxygen, which causes a gradual fade in your senses before blacking out. Skydivers for example

You lose consciousness within a fraction of a second after hitting the ground.

No I don't believe so.