This is a simple demonstration that helps make the point that sound needs something to travel through and that air is not a very efficient material for that purpose.
You only need a wire coat hanger and a long length of string.
Tie the string onto the hanger, so that the hanger hangs from the middle of the string.
Swing the hanger from the string so that it bumps into something (a table, chair, wall, etc.) and take note of the sound it makes. It's kind of a short, clang-y sound. Nothing very dramatic or melodic about it.
Now, wrap one end of the string around one of your index fingers and the other end around the other index finger.
Place your fingers in your ears (gently, there's no need to jam them in).
Swing the hanger so that bumps into something once again and take note of the sound it makes. Louder and more like a gong or large bell ringing.
In the first trial, the sound made when the hanger hit the object had to travel through the air to reach your ear drum. A lot of the sound was lost on the way to your ear. In the second trial, the sound vibrations travel from the hanger through the string and your fingers to your ear. Much less sound energy is lost in route and it makes an audible difference.