The factor/factors that is/are directly responsible for winds:
Coriolis force
The uneven heating by the Sun
The main reason for wind is the uneven heating of earth's surface by the Sun. When air is warmed, its density decreases and it also tends to rise. ie, more the hot air, less the pressure, and density. So, air flows into this region from a colder (low pressure) region, creating wind.
One other reason is the Coriolis force, this is due to the rotation of the Earth.