Answer:
What is weightless but it needs two person to hold it?
If I have it, I don't share it. If I share it, I don't have it. What is it?
A nut cracker up in a tree.
What must be in the oven yet can not be baked? Grows in the heat yet shuns the light of day? What sinks in water but rises with air? Looks like skin but is fine as hair?
My first is in some but not in all. My second is into but not in tall. My third in little but no in big. My fourth in port but not in pig. My whole is made in nature's way. For clothing, rugs used every day.
They are many and one, they wave and they drum, Used to cover a state, they go with you everywhere.