You put your hand in a hot oven to remove a casserole and burn your fingers on the hot dish. However, air in the oven is the same temperature as the casserole dish but it does not burn your fingers. Why not?

Energy is transferred by thermal conduction. A substance with large value of thermal conductivity is a good thermal conductor and which has small value of thermal conductivity is a poor thermal conductor. The thermal conductivity of air (dry) is 0.026 W/m.K, whereas thermal conductivity of a casserole dish (metal) is much greater than the thermal conductivity of air. Since the thermal conductivity of casserole dish is much greater than the air, therefore the air in the oven is at the same temperature as the casserole dish but it does not burn your fingers.