The wind on Earth is created because of the unequal heating of the Earth’s surface. Since the surface is heated unequally, this creates areas of low and high pressure. Areas with low pressure have a lot of warm air that rises up in the atmosphere. This creates the low pressure area, all of that warm air moving away from the surface of the Earth. High pressure areas are created from cooler, more dense, air sinking towards the Earth’s surface.
Everything wants to be balanced if given the chance. Just like a solution that diffuses from an area of high concentration to low concentration, the wind is created in the same manner. The air from the higher pressure areas moves toward the low pressure areas. This creates Earth’s winds.
Wind can also be created on a more local scale. If you are near a source of water (lake, ocean, pond) you can encounter smaller gusts of wind. During the day the land is heated quicker than the water. So the wind moves from the high pressure area over the water to the land. This creates that sea breeze that we have most likely experienced. The reverse happens at night. The land cools off faster and the cool air moves toward the water source.