Answer:
I cost no money to use, or conscious effort to take part of. And as far as you can see, there is nothing to me. But without me, you are dead.
I have many feathers to help me fly. I have a body and head, but I'm not alive. It is your strength which determines how far I go. You can hold me in your hand, but I'm never thrown.
I usually wear a yellow coat. I usually have a dark head. I make marks wherever I go.
What word in the English language uses all five vowels plus Y in alphabetical order, and uses each only once?
Don't do this in the shallow end.
You use it between your head and your toes, the more it works the thinner it grows.