Different molecules have chemical bonds that are excited by light of different energy levels, and each color has its own unique energy level. Light of an energy level that matches the material that it is shining upon will be absorbed. If the material contains electrons that are free to move around inside of it, then light striking it may not be absorbed, but it will be reflected. If the electrons are not free to move, and the light does not match the energy levels of the chemical bonds in the material, then the light will shine through it.

You mention that glass and air are transparent. This is true in the colors of light that our eyes can see because the chemical bonds in silicon dioxide (glass) and of the various gasses in the air do not match the colors of the visible part of the electromagnetic spectrum. Glass is opaque in both the ultraviolet and the infrared, however; the only reason it looks clear to you is because your eyes cannot see those colors. This is how greenhouses work: visible sunlight can shine through the glass, but the infrared emitted by objects inside can't get out. This is also why the Earth's atmosphere exerts a greenhouse effect: water vapor and carbon dioxide are transparent in visible colors, but not infrared colors.

Changes in the speed of light inside of a medium bends light as light passes from one medium into another. This has the effect of scattering light, which can make something opaque because the light shining through it is distorted by the scattering. This is why clouds, which are made of water (or ice) particles in-between air molecules, all of which are transparent in visible colors, are still opaque; the light gets scattered so that you can't see the sky behind it. Walls are made of lots of different materials, which is why you can't see through them.

In plasmas, electrons are free to move. The same is true for metals. This is why metals are opaque. Plasmas are opaque for the same reason.

Finally, even transparent objects do absorb light, just at a lower rate. You know that water is transparent to visible colors, but if you go down hundreds of meters into the ocean, it gets dark, because water isn't perfectly transparent. This means that really large, massive objects like planets will always be opaque, no matter what they are made of.

When light (photons) are incident on a material, the issue is the energy of the photon E = h f and the electronic structure of the material.

If the bonds between atoms in the material have an energy commensurate with that of the incoming photon, then there is an interaction such that the photon is absorbed; that is the material at mesoscopic scale is opaque. But if as in a glass, the bond energies in this amorphous material are much stronger than the energy of a photon, the lowly photon passes through the material, it is not scattered in any way and the material is transparent. In a typical metal there are free electrons and these are easily excited by the photon visible range and are absorbed -in a typical silica rich glass the opposite is true: the electrons are firmly interacting with the oxygen anions and the photon does not have enough energy to interact. In the UV range things are a little different and some glass is opaque with respect to UV.

This is an interesting link related to your question. It says that with the help of very special light waves, so-called “scattering-invariant light modes,” opaque objects can be made transparent – at least for these light waves. Light normally cannot penetrate certain materials, or only to a limited extent, because the light is scattered, altered and deflected. Apr 13, 2021.

Related to plasma and light, here is an interesting link. "The practical upshot of the plasma frequency, though, is that if incident light has a frequency higher than the plasma frequency, the electrons in the plasma can't respond fast enough to couple to the light, and it passes through the material. Aug 12, 2013".