I did search the question on Physics S.E considering it would be previously asked. I found this How come Wifi signals can go through walls, and bodies, by kitchen-microwaves only penetrate a few centimeters through absorbing surfaces? But in this question , the answers are w.r.t to or in comparison with microwaves , their absorption and certain other things. I didn't find a sort of general answer that could be the answer to the question.
So the question is - wifi or radio waves reach us through concrete walls . They also reach us through the ceiling (if some one is using it in the flat above ours ). Even through the air they travel such a lot , bending around corners or doors . Now I would not compare them to microwaves (because I don't want the answer in terms of properties of the material but physics). Visible light which is so much powerful than them can't penetrate black opaque paper leave alone the walls. Same is true for gamma rays (penetration through a very thick wall).
So why then radio waves being so very less powerful than light waves are able to travel through walls?
There should be a general concept as to why the radio waves are able to pass through walls but microwaves or light waves cannot ! A linked question is also that sound travels much faster in solids(walls) but is not audible in it though it is in air.
After reading @BillN's answer, it would be really helpful if any one could explain it in terms molecular resonance or crystalline structure or electrical conductivity or how does molecular resonance or crystalline structure or electrical conductivity cause this.