Do you have a hollow block as sky around your world?
Maybe, you just drive into a wall of it.
To avoid this you could check something like solid sky box in the block's properties or the surface's properties...

http://www.puppenheim.org/
http://www.wuerfels-welt.de
Old Game Tutorial: http://www.puppenheim.org/MITutorial.zip
Free Game Editor: http://puppenheim.org/AlienalsWeihnachtsmann.zip
http://www.puppenheim.org/blender_starting_main_settings.txt