J. Opsopaus said:
The connection between Air and the soul is reflected in many languages; the Greek words psyche (i.e. psukhê), aura and pneuma, and the Latin words spiritus, anima and animus all refer primarily to breath or wind but secondarily to the soul. Also, in Hebrew we have rûah and in Sanskrit, prâna, with similar double meanings. For example, in the Greek tradition Anaximenes (6th cent. BCE), who considered Aêr the first principle of everything, said that it is the stuff of breath and soul, and therefore the principle of life, sensation and reaction. Also, the Pythagorean Diogenes of Apollonia (5th cent. BCE) identified the soul with Warm (and therefore active, moving) Air and said, "People and other animals live by breathing air, and this is for them both soul and intelligence."
Air's power as a mediator means that it has an essential role as the Spirit (or Mediating Soul), which unites the Mind (or Higher Soul) with the body. (Since the English words "spirit," "soul," "psyche" etc. have a variety of meanings and are used in different ways in different traditions, please beware that I may not be using these terms in the way you're used to; I'll try to make my meaning clear.) For example, Empedocles says the Breath-Soul or Spirit (Psukhê, associated with Air), unites the Body (Sôma) with the Principle of Motion (Kinêtikê). Pythagoras is credited with the idea that the Breath-Soul is a Harmonia (conjunction of opposites).