I would like to know if it's possible to melt different campaign settings in one universe. I read something about Planescape and Spelljammer, in which is possible to travel between different settings, thanks to the city of Sigil or with weird ships through flagisto. I like the idea of Sigil much more than Spelljammer's.
It's fantasy. Anything's possible. Question mostly is: Why would you want to? When a setting is published (like Greyhawk, Forgotten Realms, Dragonlance, Eberron, whatever...) the general notion behind each is that they don't NEED to be attached to other settings for any reason. They're settings of entire continents, entire PLANETS in which to set adventures, and of course each still has other planes for characters to travel to built in. Elemental planes, planes for deities and demons, to travel among stars or through alternate dimensions, or whatnot. Greyhawk and Forgotten Realms, for example, are each fairly generic fantasy settings built around AD&D (or earlier!) versions of the rules. There is nothing that either can really do to expand gameplay NOT found in the other - except the trip BETWEEN the settings itself. But then you don't have to have all of Greyhawk attached to FR for that - it's the trip itself where more of the gaming interest lies.
So, for example, a travel from Greyhawk to Forgotten Realms: Greyhawk-->transiction planes--> Sigil --> Forgotten realms. But where PCs would arrive? In the prime material plane of FR or some planes of its cosmology? That's a problem because FR's cosmology is different from Greyhawk's.
This illustrates the point. The adventure isn't to be found in FR - it's found in Sigil and the intervening planes. You don't really need to have FR at the end of the trip.
As for where they arrive? Doesn't much matter. I never had any interest in Planescape so I don't really know how to answer for that "setting", whether it's travel by magical gates, spells, inherent character abilities, magic items, or ALL the above. FR's cosmology, however, is virtually IDENTICAL to Greyhawk. They each have the same outer planes and inner planes, pretty much in the same positions, reached in all the same ways according to the generic D&D rules. At most there might be relatively minor details in changes of physical laws that apply for say, the plane of Hades in Greyhawk versus the plane of Hades as it is presented for FR and those would be more a matter of whatever rules edition you're using explaining how planar travel is accomplished as opposed to those settings themselves.
And how would work a travel in the opposite direction (FR to Greyhawk)?
In whatever way THE DM decides to allow as being possible. Or, if you ARE using Planescape or Spelljammer rules then those rules provide ADDITIONAL means of travel between settings rather than eliminating even one.
Another little question: In my campaign, setting in FR, can my players use feats from Eberron, or Dragonlance?
That's the choice of the DM. Generally the answer would be - and should be - no. In my opinion it creates more problems than it's worth allowing feats intended for one setting to be freely used in a completely different setting.
It doesn't really matter which edition it is when it comes to combining settings. Planescape and Spelljammer both provide SOME additional places to visit, but that wasn't really the idea being either of them.
As DM it's really ALL your choice as to HOW you want different game settings to connect and why. You don't need to have Planescape or Spelljammer rules to make it work. You can have PC's enter a tunnel into the side of a mountain in Greyhawk and walk out the other end having actually emerged somewhere in the Forgotten Realms. The PC's could climb onto the back of a dragon, fly up into the sky, across space to a different planet, and when they land there they'll have landed in the Forgotten Realms. They could travel with a magic item, or a spell, or a magic portal of some kind. What matters most is _why_ you would want the PC's to go there? What will they do at their destination that can't be done in the world where they start, or what's going to be interesting and exciting about the trip itself, or what they'll find along the way?
