Verified answer

Well, you should know the basics of photoshop before going any further. There are two main ways of doing something like that.

1. Have an image of you floating in the air (use whatever method you want, laying on the bed, on the floor, or even standing with a fan pushing your hair toward the "gravity"). Now you will also need a background image, merge the two and clean it up. The next step is making the shadow and getting rid of anything that would be "unreal" (considering the nature of the concept). Last but not least, "integrating" the character into the background: this consists in altering the colors and contrasts, levels so it looks like the photo was taken at the same place/time. This is harder than is sounds but it makes for a nice result.

2. You could try to take a photo that comes as close as possible as what you are trying to accomplish. Perhaps you could take a photo of yourself "floating" on a bench or something. The next step is to erase the support and fix everything like you want including the shadows. Then work the colors, contrasts and levels!

Hope this helps!