I go in hard. I come out soft. You blow me hard. What am I?

“Marshmallow”

While marshmallows can be hard when packaged, they don't fit the description of being blown into shape, as they don't change texture in the same way as gum.

“Balloon”

A balloon is inflated by blowing air into it, but it doesn't go in hard and come out soft, making it an incorrect interpretation of the riddle.

“Candy”

Candy can be hard or soft, but it doesn't typically involve blowing and does not specifically go in hard and come out soft in the same manner as gum does.