Air has mass. There are spaces between air molecules. Air's mass and volume determine its density. Air density can change. Air density is affected by changes in altitude and temperature.
Warm air becomes less dense and rises while cold air becomes more dense and settles.
Winds are produced when cooler, sinking air moves in to replace warmer rising air. Major wind systems affected early exploration of the earth. Wind systems and jet streams' direction of movement are affected by the earth's rotation. Air pressure is measured with a barometer and is recorded by meteorologists as isobars on weather maps. The leading edges of air masses are called fronts.