Indulging in flights, or wild and unrestrained sallies, of imagination, humor, caprice, etc.; given to disordered fancies and extravagant conduct; volatile; giddy; eccentric; slighty delirious.
To be flighty means to be skittish, and easily routed. But it also suggests capriciousness, which (as previously noted) is only a problem when one isn't properly "grounded" - because desultoriness, giddiness, and ennui may result. But after all, Nietzsche has written that "He who seeth the abyss, but with eagle's eyes - he who with eagle's talons graspeth the abyss: He hath courage." So... avoid being feather-headed, but by all means: Take wing! See: DESULTORY, DIZZY, GIDDY.