She probably didn't realise how high she was and panicked a bit when you started moving. When they are out of the cage, it's up to us to make sure they can't injure themselves really, so ideally never have them up too high. A fall of more than 30cm can cause injury. I have Charlie out on the sofa sometimes but have a blanket along the edge so he can't leap off and I can pick him up if he goes too close to the edge. If I'm carrying him somewhere I always carry him in something he can't jump out of, like his ball. They can get scared by movement, even when they're tame.
If you think about it, hamsters are ground animals - being lifted up high must be quite scary and they try and run away.
Keep an eye on her to see she is walking and climbing ok over the next few days and if she isn't then she might need a vet check. I'm not a great fan of hamster balls but they can be very useful for carrying a hammy somewhere from room to room.
This has happened to me too, before Charlie was tame - I followed advice to only carry them low down if you handle them and I was kneeling down so he didn't fall far and fell on to carpet, but he jumped quite high so the fall was bigger. He was definitely shaken up and started vibrating. It's a bit of a scare, but another time only have him on your arm when you're sitting down on something soft like a sofa.
A playpen is a good idea for out of cage time
