Answer:
What is filled with air and sometimes a gas, tied to a string and often seen on your birthday?
If you drive on this, pedestrians and the police will be pretty upset with you.
A mechanism to discover who is following you.
What is always on its way but never arrives?
What has many keys but cannot open a single lock or door?
Two little holes in the side of a hill. Just as you come to the cherry-red mill.