I suppose you mean to ask why we can't go through obstacles.
Any atom is surrounded by an electronic cloud. When two atoms get close to each other, the electronic clouds repel each other, preventing them from interpenetrating each other. That same phenomenon, on a larger scale, prevents us from going through matter.
The density remains the same because cutting the object in half will divide the mass & volume by the same amount. Also, the density of a substance remains the same no matter what size it is.
