Answer:
I can only be played on a windy day
At night I come without being fetched, and by day I am lost without being stolen. What am I?
Weight in my belly, trees on my back, nails in my ribs, feet I do lack. What am I?
My first is in riddle but not in little. My second is in think but not in brink. My third is in thyme but not in time. My fourth is in mother but not in brother. My last is in time but no t in climb.
I can be swallowed, but I can also swallow you. What am I?
It's what light turns into in the night