What happens when you make contact with a battery with steel wool?

i got bored one day and unbent a paper clip and touched both ends of a battery with it. IIRC its just got really warm.

electricity always follows the path of least resistance. Therefore the current from the battery can either pass along the steel wool fibers, but as these are very long, then the current could also take a path that jumps an air gap between the fibers (because this short but very resistant path could be overall less resistance than a very long but less resistant path). This would create a large amount of heat, as the electrical resistance of air is very high, so the energy lost by the electrons would be converted to heat (and some light) which would probably set the steel wool alight.