Answer:
If you happen to wear one of these warm garments around, you might get doused in red paint.
I go around in circles, but always straight ahead. Never complain, no matter where I am led.
It flies when it's on and floats coming off.
I march before armies, a thousand salute me. My fall can bring victory, but no one would shoot me. The wind is my lover, one-Βlegged am I. Name me and see me at home in the sky.
What flies without wings? What passes all things? What mends all sorrow? What brings the morrow?
I can only be played on a windy day