"close" when applied to weather means "Hot, humid, windless". It is the sort of weather that makes you feel tired.

You feel tired, so it is hard to move, almost as if the air was actually thick or dense, like jelly. The idiom is to say that "you could cut it with a knife". This is a metaphor, and an exaggeration

"close" when applied to weather means "Hot, humid, windless and muggy". It is the sort of weather that makes you feel tired.

You feel tired, so it is hard to move, almost as if the air was actually thick or dense, like jelly. The idiom is to say that "you could cut it with a knife". This is a metaphor, and an exaggeration