"The wind blows wherever it pleases. You hear its sound, but you cannot tell where it comes from or where it is going. So it is with everyone born of the Spirit."
The wind is one of those awesome natural elements of this world that is purely felt. You can see its effects, and you can witness its power (hurricanes, tornadoes, storms in general) but it can be just as gentle as it is ferocious. And in many ways, the Holy Spirit is the same way -- you can feel it often, but may never actually see it. And that's one of the fundamental things about religion, I think. It's believing without seeing.
At one time or another in our lives I'm sure we are all 'doubting Thomas's.' It's just the way it is. We often don't understand why sometimes absolutely terrible things happen to us, or why something happened that ruined our plans or something else horrible. Those things may not ever have a real solid explanation. But we have to admit that it is possible that we are destined for something better, and that someone with a lot more power than us has a plan that we are a part of. It's pretty much where I got the name for the URL of my blog: I am 'a small piece of God's plan.'
In the same way, the wind may not always behave. It'll annoy you during your run, it'll virtually blow you over while you're out on the bike, it will be practically nonexistent when you want to go sailing or fly a kite, and it'll bounce the plane up and down while you're flying to see your family. Point is, it's not always going to be smooth sailing. But what kind of world would be a part of if it was?
Maybe, in a way, the wind is just one of God's reminders that he will always be there -- for better or for worse.