Oh wow, for a physics geek like me, this is unbearable.
"Entities" can certainly make themselves fly into the air, it's a simple matter of producing enough force to equalize with the downward force of gravity. Birds, insects, and even some mammals do this sort of thing all the time.
With a proper temperature and pressure change, any matter can be made to go through different states, from solid to liquid to gaseous to plasmic and back. The time is simply another variable in the equation, and is affected by the variables of heat transference and pressure. To change states in fact depends upon the principles of physics.
The only mystical part of it is retaining electrical impulses in the brain in a geseous state.