The wind we feel is nothing but the flowing air due to a very simple but important phenomenon called “convection currents”. When the air above the land gets heated during the daytime it becomes light in weight and starts moving up and an area of low pressure is created.
We know that air moves from an area of high pressure to an area of low pressure, so the air from over the sea which is at high pressure moves towards the land, while at night the opposite occurs.
So, during day air flows from "sea to land" while at night air flows from "land to sea".