Answer:
My second is performed by my first, and it is thought a thief by the marks of my whole might be caught.
What goes in, but never through? I've got some and so do you. We might lend one, or even two, but only if our trust is true.
Only one color, but not one size. Stuck at the bottom, yet easily flies. Present in sun, but not in rain. Doing no harm, and feeling no pain.
Who makes it, has no need of it. Who buys it, has no use for it. Who uses it can neither see nor feel it. What is it?
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.
I can only be played on a windy day