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Sylph probably have something of the same vibe you're looking for - though technically they're tied to the elemental plain of air rather than fey. They can eventually take feats to fly - though not until level 9.
Strix sort of fit insofar as it's a medium creature with flight. Frankly though - I would never let them into a low level campaign as their flight is far too powerful at that stage in Pathfinder.

Fuzzy-Wuzzy |

You & your GM could use the Race Builder to create one from scratch; fey is one of the type options. Decent flight is expensive, though. How powerful is this race supposed to be, compared to the core races?