Answer:
I hide but my head is outside. What am I?
When I am caught, I am thrown away. When I escape, you itch all day. What am I?
I am a box which holds keys but not locks. With the right combination, I may unlock your soul. What am I?
A man who was outside in the rain without an umbrella or hat didn't get a single hair on his head wet. Why?
I am lighter than air but a hundred people cannot lift me. Careful! I am fragile!
Born in the ocean and white as snow. When I fall back to water I disappear without a trace.