Sayyiduna Umar bin Khattab, may Allah be pleased with him, says: I have never regretted anything as much as I regretted not asking the Messenger of Allah, peace and blessings be upon him, about the wind. So Abu Hurairah, may Allah be pleased with him, said: I asked him, peace and blessings be upon him, about it. I said: O Messenger of Allah! What is the wind made of? He, peace and blessings be upon him, said: "From the fragrance of Allah, which Allah sends with mercy and also with punishment."
Related hadith on this topic