Answer:
I am used in most sports, have four holes, come in many different colors and there is a state that shares my name.
There is a man that can never enjoy the fireplace, who is this man?
They live only in stories, taller than three storeys.
Small and bearded, both in the real world and in stories.
He has a genie to thank for the fact that he married a princess.
I can only be played on a windy day