Air is all around us, we can feel it and see the effects it has on objects in our environment. Air is made up of particles (very small pieces), just like other materials. Air is a mixture of gases which are vital for photosynthesis and respiration.
Battling against the wind uses lots of energy, so vehicle designers use shapes which reduce wind resistance, like this high-speed train.
Air can also be a very useful material. Without a parachute, objects would accelerate to the ground and smash.