Being able to teleport into a region already containing air without creating a nuclear blast requires that you can already either instantly displace the air in the target region (which would make a Very Loud Noise) or switch places with it, so there are possible interpretations of the power where teleporting into a fence would leave behind a detached section of fence or bend it out of your way
You could pass through anything as long as you’re willing to destroy it in the process
If you work in demolition you could take out a wall by continuously teleporting through it, if you wanted to do typical superhero stuff it would be good in a fight but nonlethal attacks aren’t really an option