It's been stated in the comics a billion times that if Nightcrawler teleports inside an object, he'll die instantly. So why doesn't he die when he appears in the middle of air molecules?

Ha Ha! Science!

" @Meteorite: It's about solid objects that he drive away. Teleporting into  water or snow would not be a problem either because he  has the greater mass and can drive it away while lets say a concrete wall has the greater mass (not to forget the higher density) and therefore he would get driven away himself. Since that is not possible IN a wall he would get squished like an insect. At least that is how I understood it. "

I like when he gets to be badass and teleport limbs and such off of people. Like in AoA when he teleported Dead Man Wade's head off or in Wolverine and the X-Men where he teleported Spiral's bionic arms off. And he needs to get one of Black Knight's photonic swords.

" I like when he gets to be badass and teleport limbs and such off of people. Like in AoA when he teleported Dead Man Wade's head off or in Wolverine and the X-Men where he teleported Spiral's bionic arms off. And he needs to get one of Black Knight's photonic swords. "

" @Meteorite: It's about solid objects that he drive away. Teleporting into  water or snow would not be a problem either because he  has the greater mass and can drive it away while lets say a concrete wall has the greater mass (not to forget the higher density) and therefore he would get driven away himself. Since that is not possible IN a wall he would get squished like an insect. At least that is how I understood it. "

It has nothing to do with his density. He doesn't actually dematerialize and re materialize but rather he opens a portal to another dimension and travel's through it at hypersonic speeds. The smoke is from that alternate dimension. Thus if he were to accidentally open that portal into a wall he would have to instantly portal away as well. This solid object flaw was part of his fascination with Kitty Pryde. With Kitty's help Kurt is a master teleporter. Limited only by the range of his abilities instead of the need to see where he is going. Since he travel's through another dimension it is believed his powers may operater on an even grander scale then Lock Jaw and Death Urges.

" It has nothing to do with his density. He doesn't actually dematerialize and re materialize but rather he opens a portal to another dimension and travel's through it at hypersonic speeds. The smoke is from that alternate dimension. Thus if he were to accidentally open that portal into a wall he would have to instantly portal away as well. This solid object flaw was part of his fascination with Kitty Pryde. With Kitty's help Kurt is a master teleporter. Limited only by the range of his abilities instead of the need to see where he is going. Since he travel's through another dimension it is believed his powers may operater on an even grander scale then Lock Jaw and Death Urges. "
 
YEAHH!!!

"  Thus if he were to accidentally open that portal into a wall he would have to instantly portal away as well."

Risky had it closest. When nightcrawler bamfs away, the bamf sound comes from the sound of air rushing in to fill the spot he had previously taken. so, when he reappears, he displaces air, which is fast moving molecules, and like risky said, less dense. but, solid matter molecules are totally different and don't move in the same way. so when Kurt rematerializes, his body's molecules would take up the same space as that of the solid material. the process of having his cells mixing with those of another object would be exceptionally painful, and depending on the part, could kill him.