I've learned that in a gas, the solute has to be a gas a well. Is that always the case? How about water in air, is that liquid in a gas, or a gas in a gas?
If there's water in your air, it's either in the form of water vapor (which is a gas), or water droplets (which are a liquid suspended in a gas).
Liquid water in air isn't a solution, it's a suspension.