Yeah, that is completely normal. Flying may take a bit of practice. I would suggest jumping up into the air and then perform a swimming motion. You will start swimming in the air and this will help your mind get used to the idea/sensation of flying. There are several ways to change your setting. You could try to imagine the setting and then perform a dream spin (spin in a circle really fast for a few rotations). You could simply travel there by running, flying, driving, etc. You could also simply pretend as if you are in the right country. This will cause the environment to gradually change and form into the area of your choosing. You could try going through a doorway or melting through a mirror as well. There are a lot of ways to get change your environment, just experiment and find out what works for you. Good luck to you!