Just because you can not SEE air does not mean it isn't there. Just because you can not FEEL air is not to say it isn't there. The balloon in the image below is, in fact, resting on all the air within it!

But of course, you know air is there right? It just does not feel like anything of substance, however, it is the contents of the air that allows us to fly.

Pilots must understand early on how important the substance of air is. It is the substance that aircraft wings slice through. It is the substance that like all other tangible substances suffers from gravity and newtons laws. Air appears light and flimsy, but you must not forget how much of it surrounds our earth. All that clear space around you right now is full of it, AND, it can be weighed and measured as it is also affected by gravity.

All of this is important to understand because we manipulate the air using basic principles that affect all other objects on earth. It is just a little harder to explain the effects because we can easily see the influence we have on it.