Wind is just moving air.
It's all due to the Butterfly effect. Some butterfly somewhere will start flapping its wings. This is a signal for badgers to come out of their dens and start doing deep knee bends while flapping their arms. That leads to cows swaying in time and letting out an incredible number of farts. The sound and smell scares huge flocks of birds who flap their wings furiously to get away. Now, so much air is moving that we get wind. There is an alternate theory involving tarantulas, charity car washes and pancakes, but that is ridiculous since that only happens once every seventeen years.
Wind can bring good luck and fortune to you. You might be walking down the street on a windy day when suddenly, a $20 bill will be skipping along your way, and you can just pick it up. However, wind can bring misfortune as well. Because as you were intent on picking up the money, you didn't notice the tornado headed your way. So, it picks you up and drops you in Oz. Unfortunately, you find that American money is worthless there and they only take Munchkin Express.
Your only solid defense against that is to wear a windbreaker (British: anorak). Then, no matter what, you can and will break all the wind that you want. If you happen to be clad in an anorak, you'll have to improvise.