Kinda weird. But I have no feelings over it :)
Your nerves send feedback to the brain to tell you what you are touching. I suppose that is a feedback mechanism. I dunno if it is entirely helpful.
Búscalo, Wikipedia es bien!!!
Simple. Air has mass. And if air has mass it also has weight. You can feel air when the wind blows. Or do an experiment. Weigh an empty container. Then pump it to a vacuum. Weigh it again. The difference is the weight of the air inside.