Answer:
At first, I am nothing. Add something to negate. Add again to oppose. Add again to find the time to draw. Add once more to find nobody at all.
The sharp slim blade, that cuts the wind.
When set loose I fly away. Never so cursed as when I go astray.
It doesn't live within a house, nor does it live without. Most will use it when they come in, and again when they go out.
It flies when it's on and floats coming off.
What never gets any wetter no matter how hard it rains?