Have you ever thought about what if we could fly on our own? First things first, it's a question so you need a question mark. The sentence sounds a bit incomplete. Ruthi made a good suggestion, myself I would write something like 'Have you ever thought about what it would be like if we could fly on our own? A more advanced way to say 'fly on our own' would be 'fly unaided'. If we could, we wouldn't need cars and aeroplanes any more and (WE) wouldn't pollute the air. We could visit our favourite places in the world. In this case it might sound a little better to retain the pronoun 'we' the second time for emphasis. But it's OK without it as well. You could also say 'pollute the environment', but again 'pollute the air' is fine.

It's fine except for the first sentence "Have you ever thought about what if we could fly .." I would say "Have you ever thought about WHAT WOULD HAPPEN..." That sounds smoother.

Yes they make sense. The only thing I would change is: "We wouldn't need cars or aeroplanes"