In Part II of the novel that's exactly what he does. He travels from Michigan to Pennsylvania to Virginia in search of a bag of gold and some answers about his past. In a quasi-heroic quest, Milkman establishes his individuality and discovers the Dead family legend. The people of Shalimar still sing songs about them. Most remarkable is Milkman's great-grandfather, Solomon. What Solomon wanted more than anything was to return to Africa, his homeland. So one day he decides to fly there and take his son Jake with him. But as soon as he takes off, Solomon drops Jake, leaving a total of 21 children and a wife behind in Shalimar. While Solomon has his great achievement of flight, his wife, Ryna, is left behind to raise 21 children and work cotton fields without her love and she goes insane.
This is echoed in Milkman's relationship with Hagar. When Milkman goes to Virginia he leaves Hagar lost and heartbroken. While Milkman learns to "fly" Hagar dies because of lost love. Again and again Morrison presents the reader with these themes of flight and abandonment. Jake/Macon was abandoned by his father and in turn abandons his children while dying trying to protect his land. Macon Jr. abandons his sister Pilate in order to become a successful businessman. It seems that none of the characters can "fly" without stepping on someone on their way.
At the end of the story, Milkman changes as a character. He seems to be the first in this long line of Macon Deads to understand that he has been selfish in the past and to try to make up for it. When Guitar kills Pilate something clicks inside Milkman and he is no longer afraid. He may or may not die trying to right things with Guitar in Pilate's name but the idea is that for once he is "flying" without selfish motive.