All matter has mass and takes up space, including air.
Air constantly exerts pressure on our bodies, but our bodies do not crumble because they were designed to withstand the atmospheric pressure by exerting an equal and opposite pressure of their own. The first instrument used to measure atmospheric pressure was the mercury barometer, invented in 1643 by Evangelista Torricelli. As the graphic above shows, an evacuated glass tube is inserted into a dish of mercury. The air pressing down on the mercury in the dish forces some of the mercury up into the glass tube. The height to which the mercury rises in the glass tube is directly proportional to the atmospheric pressure.