Not sure what you mean but…
1) our skin is has pores, and those pores allow the movement of some air and fluid through it. so when exposed to drier air, you might find your skin getting drier from moisture loss.
2) Water transfers energy a lot better then plain air, so air with a higher humidity (meaning more water suspended in vapor form in it) will transmit heat or cold a lot better then dry air, meaning that if its hot, you will feel hotter when its humid outside,
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