Gravity does change "just because we are not touching the ground"
Yes, but by such a small amount (within earth's atmosphere) that it's not worth talking about.
The further we are from touching the ground, the weaker it's effect is. Hence "weightlessness" in orbit. It still has an effect, proportional to the mass of the two bodies concerned and the distance between them.
Nope. Weightlessness in orbit is caused by the fact that you are zipping around the earth at
just the right speed to counteract gravity. If you stopped, you'd find that you are still quite heavy.