You can see me running but no legs can be seen.
I like to return to places I've just been.
Sometimes I get all angry and mad.
So I love to wrap up warm with my dad.
Often I'll just jump left and right.
But I'm clumsy and fall down from a height.
What am I?
A side note that may be confusing some people:
The "wrap up warm" part of the line is much more important than the "dad" part of the line.
Each line of the riddle is a clue to a different word, and each word is a type of what I am.
@Astralbee is very close