The idea of wings is very important in mythology. In A Dictionary of Symbols we find:
Wings In the more general sense, wings symbolise spirituality, imagination, thought. The Greeks portrayed love and victory as winged figures, and some deities, such as Athena, Artemis and Aphrodite were at first—though not later—also depicted with wings... .In alchemy, wings are always associated with the higher, active, male principle; animals without wings are related to the passive female principle.
Mercury is one god who has a number of wings on his being. He has the caduceus (with winged snakes) and his hat and sandals also have wings. The winged hat (called a petasus) and winged sandals symbolise Hermes' swiftness. In fact, he is called the "flying man." --www.fitnfreejt.org/symbols%20and%20rings.htm-