An uneven heating of the Earth’s surface causes winds. On being heated, air becomes lighter and rises up. As a result, a region of low pressure is created. Then, air from a high pressure region moves to a low pressure region, causing wind.
Winds are named by the direction from which they blow. The globe is encircled by six major wind belts, three in each hemisphere. From pole to equator, they are the polar easterlies, the westerlies, and the trade winds.
Land being solid surface can easily absorb and release heat radiation. While sea being liquid heats up slowly and also loses this heat slowly.
During the day time, land surface being hotter, hot air from land surface rises up creating a temporary low pressure zone which drags cool air from the sea to the land. Thus, we have the sea breeze.
During the night time, the land surface is cool as it loses its heat quickly. But the sea surface is still hotter as water bodies lose heat slowly. So, hot air from sea surface rises up and cool air from the land surface moves towards the sea. Thus, we have land breeze.