The sentence is this one:
おむすびがころころ転がり穴におちてしまいました
Why is it 転がり instead of 転がる?
Also for a bonus question, I read in this forum site that てしまう means to make emphasis on the ending of the action or for some embarrassing situation. Which is the meaning on that example?
To answer the first question, it is not in dictionary form because in formal Japanese, or generally often in writing, it is customary to connect two sentences using the "pre-masu form" that is, the -masu form without the ”ます” (for example: 食べる → 食べ、 行く → 行き、 and in your case 転がる -> 転がり).
So in your case you could see this as the equivalent of putting an "and" after the verb in English.
To answer the second question, as pointed out in a comment one way of thinking about the -てしまう form sometimes is to see it as "Ended up...". Moreover in this case we could imagine that "falling down a hole" represents a somehow undesirable situation since after that point the rice ball might be lost. This however, might depend on the context of course.
