I don't remember much, but I think it was a SNES game, the protagonist was not human (IIRC), it was a animal, but biped (like snoopy, for example). It was a adventure game, and in some levels you could grab baloons to fly. And there was a level with a pyramid, I think...

The description is a little vague I must say, but could it be one of the Bubsy games?

No, not these games. : (

Super Adventure Island?
http://www.youtube.com/watch?v=xehDFmSNvPg
http://www.mobygames.com/game/snes/super-adventure-island/screenshots

Inspector Gadget?
http://www.youtube.com/watch?v=cMqg3kYjcqQ
http://www.mobygames.com/game/snes/inspector-gadget/screenshots

Is it definately a SNES game that you're thinking about, or could it be "Wacky Races" for the NES (despite its name, that's not a racing game)

MY GOD I LOVE YOU!!!one
I THINK IT'S THIS GAME! :D

I don't know about baloons, but there's a pyramid level ;)

Just saw some videos to confirm.
Yes, this is the game I was searching, thank you very much, Namur! : )

Edit: Sorry for screaming, I was wanting to find this game for some years, so when you found it I got very happy. I hope you understand! : P

You're welcome, i'm glad i could help you finding it.

No worries about the 'screaming', when it's done out of excitment and joy it's definitely a good thing ;)