Flight is the ability to move freely through the atmosphere. Many life forms and objects are naturally equipped to do so, and those which aren't may still learn and acquire this skill, although it's a singularly difficult act to master.
Basically, one has to learn how to throw oneself at the ground and miss it. This can be done as long as one is distracted enough during the fall to avoid thinking about the ground and how much it's going to hurt if one hits it. The difficulty lies in the fact that this is a state of mind that cannot be achieved on purpose. Instead, one has to rely on a distraction, to be noticed just at the right moment, to get the desired effect.
Once you realize that you're not falling anymore, it requires a great deal of concentration to move higher and start flying properly, and it's vital to avoid thinking about the impossibility of what's happening. To control one's speed and direction also requires that one doesn't think too hard about such things and try to merely visualize what one desires to do and act as if it was going to happen anyway.
Private flying clubs exist, for those which are wealthy enough to afford them. They usually hire people with unusual bodies or opinions to jump from behind bushes, surprising the patron just at the right moment to provide the crucial distraction needed.