1.NounAn unknown location; apparent disappearance or nonexistence.
"Where did you think the exhaust would go? Into thin air?"
2.NounUsed other than figuratively or idiomatically: see thin, air, (especially, low-density air as a result of high altitude).
"You'll need to stay mindful of taking breaks, drinking water, and avoiding overexertion up here, because you're dealing with thin air at this altitude."