"Air is an invisible non-solid Block that is meant to represent the absence of a block. Although technically a block, it is usually not seen as such. Air can only be destroyed or created by the placement or removal of other blocks. Air and other non-solid blocks are the only spaces the player and other Mobs are allowed to move within."
I hope that clears things up.
Oh, as a side note, DO NOT attempt to give yourself an air block using SPC or any inventory edit. Minecraft will crash, and rape your computer. Hard.