I have completed all the levels except 20. Whenever I get to the end and get off the small platform and fall into the void. I keep dying. I don't have anything in my inventory nor am I wearing anything. I tried doing it 4 times already.

I believe it only works in the Overworld. Try finding a way to break bedrock there, and then fall in. Should work. I found a cool way of doing it: Get Millenaire, do the Creation Quest all the way until the point where you use the Alchemist's Explosive to bust a hole in the bedrock. Use it, then jump in the resulting hole. Should work.