Rose said
I was practicing yesterday and I realized that when I was playing on the E string, I would hear a kind of airy sound when I played it- like air was coming out of it.

If it sounds somewhat like a hiss, like air escaping, it's string noise. It's normal, and not really anything you can do anything about, although you might get less with a wound E string.

It's pretty much only audible to you (or whoever's playing the instrument). If you record it from, say, 4 feet away, you most likely won't hear it on the recording.

Another test to see if that's what it is is to play high up on the string (like an octave above the open string or even higher). If it's the same noise, but much more noticeable, it's the string noise I'm talking about. It's actually caused by the string twisting back and forth.  (Side note, when you play up really high, move your soundpoint closer to the bridge. The string is only half as long (maybe even less), so to be bowing at the same relative point, you need to move back some. If you don't, you might get other weird noises that will confuse the issue.)