When falling from something that's moving, you will continue to move when you hit the ground; to limit hurting yourself you need to roll and not skid. The way to do that is to put yourself into a ball, and to do it by instinct (as of course you don't have time to think about it).
You'd still get scraped up and hurt, of course, but falling at 20 mph and not running into a brick wall doesn't have to result in broken bones.
Closest I have personally experienced was a fall off the back of a large horse onto hard packed dirt / loose gravel at a fast trot ~8 - 10mph + 5 vertical feet. But, with the right technique it was basically painless and I did not end up with a bruise or anything.
The best preparation is just to get a regular skateboard (not a long board) and skate around on it on the sidewalk. This will help you get the balance and board handling down.
I highly recommend learning how to ollie on the regular board. The falling you do in learning how to ollie will help. Even if you can't ollie a boosted board, the board control you learn will help you manage riding over rough pavement. Also the ollie motion of shifting your weight can be used even on long boards to manage obstacles.
Finally, on the regular skateboard learn how to power slide. This will teach you how to balance your weight if the board is sliding sideways.
No reason you can't take your gym training outside and start falling on hard surfaces.
From my own experience skating and teaching skating (inline, not board), one of the easiest ways to get injured in a fall is the "stick your hand out" reflex. Fall training mitigates this, ingraining habits to allow much larger areas of the body to take the impact, and ideally take it rolling. If you're going forward (doing the "superman") and have wrist guards or palm sliders, arms out can be ok. If you end up going more down than out (esp. many backward/side falls), it's likely a broken wrist or arm, right through any guard you might be wearing. (ask me how I know that one...)
