Winds are the result of the unequal heating of air by the sun. The sun warms some areas of the earth more than others. The warm air rises and is replaced by cooler air until all the air reaches the same temperature and ceases to continue to move and mix. Winds are the currents caused by this unequal heating.
Convection currents are very important in determining weather. Thunderstorms are a result of convection current. Have you ever seen hawks soaring along the ridges? They are riding on thermals, which are convection currents of warm air that rise up the slope from the valley which is heated by the sun. Hang gliders take advantage of these same thermals.
Thermals
What do upward currents cause?
Lift for aircraft and birds.