Wind is simple air in motion. It is caused by the uneven heating of the earth surface by the sun. Since the earth surface is made of very different types of land and water, it absorbs the sun heat at different rates.
During the day, the air above the land heats up more quickly than the air over water. The warm air over the land expands and rises, and the heavier, cooler air rushes in to take its place, creating winds. At night, the winds are reversed because the air cools more rapidly over land than over water.