What actually makes the wind blow?

Wind is air moving from a place where the pressure is higher to a place where it is lower. Those pressure differences come mostly from temperature differences: some places get heated more than others, and the air above them ends up pushing differently. On our spinning planet there is a twist, because moving air is also deflected by the Coriolis effect everywhere except exactly on the equator.

You can watch the whole idea at a beach. In the afternoon a sea breeze blows from the water toward the land. The sea has a greater heat capacity than land, so under the Sun the land heats up much faster and warms the air above it. That creates a pressure difference, and the breeze fills it. The bigger the temperature gap between land and sea, the stronger the breeze.

After sunset the story runs backwards. Dry land cools faster than water, so the wind instead flows from the land toward the sea. Same rule, opposite direction, because the temperature contrast flipped.

The giant winds of the whole planet follow the same logic at a larger scale. Meteorologists name the two major drivers of large-scale wind patterns: the heating difference between the equator and the poles, and the rotation of the planet.

One last warning, so you do not misread a forecast. Weather people name a wind after where it comes from. A westerly wind blows from the west to the east, and a northern wind blows south, which is sometimes counter-intuitive.