Humidity. It's that invisible water vapor in the air. A lot of it makes you feel uncomfortable, and can increase the stress that the weather puts on your body.

The reason for this has to do with your body's ability to cool itself. One natural cooling mechanism is the evaporation of water from your skin - literally, the evaporation of your sweat. It takes energy to evaporate water, and when that water is on your skin, some of the energy comes from your body. This loss of your body's energy helps keep you from overheating.

But if the air is already teeming with water vapor, as it would be on a really muggy day, water on your skin is less likely to evaporate. Less evaporation means less cooling, and more water left on your skin. And both make you feel more uncomfortable.