For your first question: Of course you can, no one is stopping you...but you shouldn't curse someone while praying to Jesus or the Holy Spirit...
When you pray, you attract the energy of that being. It isn't vital to pray to that god/goddess, you should pray in what you are most attune to and in which you find the most easiest to believe in. If you wish, let's say a healing spell, you don't actually must pray to the god of medicine Asclepius or any other. You could pray to the Archangel Rafael or to the Holy Spirit. It'll have the same effect, even bigger because you'll feel better and believe more.
Second question: You can't actually change your body. That'd broke a huge amount of rules. Humans are humans. We can train ourselves and ask for help to advance in the spiritual path to a huge level(but this would mean a work harder even for Hercules, but not impossible) and to pass the level of humanity, to become one with the universal conscious forever.
Transformation spells aren't true.
For your third: It could means quite some things. It could mean your wish to be free, to experience things without boundaries or fears or even that your attune with the element of air or spirit or that your totem animal is a bird. If you train in lucid dreaming/astral projection, you can fly with your spirit but it isn't easy. You can also enter in meditation and ask for this and if you manage to calm your mind to enter in Samadhi, congratulations; you wouldn't only know the feeling of flying but you'll also change in better, you'll know yourself better, the God, etc.
If I am wrong about something, I'll say from now that I'm sorry.