I’m glad to read here that I’m not alone. It happened to me too. I bought a new violin and started tuning it. And the bridge fell. Oh, I really thought it’s a catastrophe and I destroyed my new (and not so cheap) violin. After that I read a sheet of guarantee they gave me in the shop where it was written that the bridge hollds only with the help of strongs. So I loosened all the strings, put the bridge where Ifind it suitable (not quite sure about the exact correctness of the place) and tuned using the pegs and fine tuners. Everything is ok now. But at first I really thought I had to go to a specialist to repair my violin.
Telling the truth having an experience of tuning the guitar (where the pegs don’t move whatever you do with them) at first I could not realize how the pegs work in the violin. They start to get back when you don’t hold them. It took me half an hour to find that there are certain spots where the pegs are held safely. Unfortunately no one speaks about this feature of the pegs in their videos. And it is really important, because when you first take the violin and don’t know how to twist and tighten the pegs correctly, you have a chance of ruining your first instrument.