I know that they had telekinesis, but what were they moving? Were they moving themselves or some other way?
They were moving themselves. Apparently their telekinesis is reactionless, which allows them to push heavy objects without having their bodies feel the equal and opposite reaction. This also allows counter-intuitive things like them moving their own bodies with the telekinesis. When they fly, this is what they're doing, using the telekinesis to lift themselves.