When I re-read Ark's comment:
Notice this: "numerous experiments have been done where air currents have been removed from the system". That does not mean that heat/plasma is not responsible for the motion.
I suspect that the close proximity of heat of my hand near the paper may be
getting trapped underneath the paper and builds to a point that once the heat
is "maximally" collected, that heat is released back into the surrounding air
and the paper spins. Once the heat-energy is released, the rotation stops. I
wait awhile longer and the cycle repeats.
I noticed that the further away my hand is from the paper/pin, it does not work. My
hand has to be very close. This spinning is not very consistent. Of course, this is
my observation and my theory may be wrong. But it is fun to play with it. :)
Please note that I am not talking about the electronic version of the device but
only the paper/pin version.
Edit: Gah. I dunno what it is... I finally got my right hand to work now. It seems that
I tried to use mirth and free-feeling (whatever that means) and it spun CCW... but
still - I am not sure if it is heat or what. It seems that maybe it has something to
do with my mental blockage, that makes it stop but it seems to rotate 4-5 revolutions
and then it stops, then starts again, and then stops awhile and it is not consistent.
Nevertheless it IS interesting.