Magic Sand, a hydrophobic toy granular material, is widely used in popular science instructions because of its non-intuitive mechanical properties. A detailed study of the failure of an underwater column of magic sand shows that these properties can be traced to a single phenomenon: the system self-generates a cohesive skin that encapsulates the material inside. The skin, consists of pinned air-water-grain interfaces, shows multi-scale mechanical properties: they range from contactline dynamics in the intra-grain roughness scale, plastic flow at the grain scale, all the way to the sample-scale mechanical responses. With decreasing rigidity of the skin, the failure mode transforms from brittle to ductile (both of which are collective in nature) to a complete disintegration at the single grain scale.