What is meant by thin air?

Answer 1

Air higher in the atmosphere is at a lower pressure, so we say it is "thin."

Up high, there is less oxygen pressure so your breathing is strained, and there is less air resistance to a flying object.

Air molecules are affected by gravity like anything else, so there tend to crowd near the surface of the earth. They bounce off each other and everything else because they have a lot of kinetic (motion) energy due to heat in the air (temperature). So there is some chance that an air molecule is up high, but less chance than there is near the surface. Some gasses like hydrogen or helium can go so high (because they go so fast at the same temperature because they are so light) that they escape Earth entirely and are lost to the vacuum of space. Interstellar space itself is just really really "thin" air as there is still a Hydrogen every cubic centimeter or so up there.

When you are below sea level, the air is thicker, such as at the Dead Sea.