From the Super Mario Wiki
Fluffy Phantoms are cloud enemies made of cotton wool that appear in Yoshi's Woolly World. They have the ability to blow gusts of wind, and they appear in World 5-3, Flying-Carpet Cruise, where they use this ability to levitate magic carpets. Yoshi can use this to his advantage and reach higher places while on a magic carpet. Some Fluffy Phantoms can be found on the ceiling, where their gusts of wind serve more as a hindrance as they can push Yoshi's carpet towards a bottomless pit.
They will usually appear without warning, and can hurt Yoshi on contact, although they can be stunned by throwing a Yarn Ball at them, which causes them to retreat to the edge of the screen, in some cases revealing items such as beads.
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