Wind is movement of air in the atmosphere. This movement is mostly caused by sunlight heating the gound, water and air, and the rotational effects of the earth. Without solar heating, the air would rotate against the earths rotation, due to the drag of the solar wind.
Due to differences in latitude, and the reflection and adsorbtion of different materials and gasses, some parts of the earth get more energy than others, and they also have different capacities for holding on to that heat. Hot air expands, and that expansion cause that air to have a lower density. Colder air, with a higher density, will try to displace that air by moving in under it. Since cold air holds less water vapor, there is often rain at the boundries or weather fronts between air masses at different temperatures.
Patterns in winds around the world has long been known, both as semi-permanent phenomena, such as the jet-streams, which are primarily rotational effects, and periodical occurrances, such as the shifting of the trade winds in the tropics.
Wind is imperative to sailing.
See also meteorology