How to read JSON URL with Python to create useful dictionary

The data I am using can be found here - JSON Information

I am using this code to read data currently, but the result is foreign to me, im not sure how to use it:

import requests

site='http://www.bom.gov.au/fwo/IDN60801/IDN60801.95896.json'
r=requests.get(site)

print r.json()

this outputs a massive dictionary?? I'm not sure how, but what I want to be able to retrieve from this JSON site is the first "air_temp" value.

I am sure its not difficult, im just a n00b.

Thanks for your help!

Here is some sample output:

    {
   u'observations':{
      u'header':[
         {
            u'state_time_zone':u'NSW',
            u'time_zone':u'EDT',
            u'main_ID':u'IDN60800',
            u'product_name':u'Weather Observations',
            u'state':u'New South Wales',
            u'refresh_message':            u'Issued at  6:02            pm EDT Monday 30 January 2017',
            u'ID':u'IDN60801',
            u'name':u'Albury'
         }
      ],
      u'notice':[
         {
            u'copyright_url':            u'http://www.bom.gov.au/other/copyright.shtml',
            u'disclaimer_url':            u'http://www.bom.gov.au/other/disclaimer.shtml',
            u'copyright':u'Copyright Commonwealth of Australia 2017,
            Bureau of Meteorology. For more information see:            http:            //www.bom.gov.au/other/copyright.shtml http://www.bom.gov.au/other/disclaimer.shtml',
            u'feedback_url':            u'http://www.bom.gov.au/other/feedback'
         }
      ],
      u'data':[
         {
            u'swell_period':None,
            u'wind_dir':u'SW',
            u'lat':-36.1,
            u'cloud_oktas':2,
            u'gust_kt':16,
            u'history_product':u'IDN60801',
            u'local_date_time_full':u'20170130180000',
            u'cloud':u'Mostly clear',
            u'press_msl':1006.8,
            u'cloud_type':u'-',
            u'wind_spd_kmh':30,
            u'lon':147.0,
            u'swell_height':None,
            u'wmo':95896,
            u'press_qnh':1007.6,
            u'weather':u'-',
            u'wind_spd_kt':16,
            u'rain_trace':u'-',
            u'aifstime_utc':u'20170130070000',
            u'delta_t':13.1,
            u'press_tend':u'-',
            u'rel_hum':24,
            u'local_date_time':            u'30/06:00            pm',
            u'press':1006.8,
            u'vis_km':u'47',
            u'sea_state':u'-',
            u'air_temp':32.2,
            u'name':u'Albury',
            u'cloud_base_m':2500,
            u'cloud_type_id':None,
            u'gust_kmh':30,
            u'dewpt':9.1,
            u'swell_dir_worded':u'-',
            u'sort_order':0,
            u'apparent_t':26.3
         },
         {
            u'swell_period':None,
            u'wind_dir':u'WSW',
            u'lat':-36.1,
            u'cloud_oktas':None,
            u'gust_kt':25,
            u'history_product':u'IDN60801',
            u'local_date_time_full':u'20170130174300',
            u'cloud':u'-',
            u'press_msl':1006.7,
            u'cloud_type':u'-',
            u'wind_spd_kmh':28,
            u'lon':147.0,
            u'swell_height':None,
            u'wmo':95896,
            u'press_qnh':1007.5,
            u'weather':u'-',
            u'wind_spd_kt':15,
            u'rain_trace':u'0.0',
            u'aifstime_utc':u'20170130064300',
            u'delta_t':13.4,
            u'press_tend':u'-',
            u'rel_hum':23,
            u'local_date_time':            u'30/05:43            pm',
            u'press':1006.7,
            u'vis_km':u'10',
            u'sea_state':u'-',
            u'air_temp':32.4,
            u'name':u'Albury',
            u'cloud_base_m':None,
            u'cloud_type_id':None,
            u'gust_kmh':46,
            u'dewpt':8.6,
            u'swell_dir_worded':u'-',
            u'sort_order':1,
            u'apparent_t':26.8
         },