The wind speed is not very likely to increase (or decrease) without bounds, so it does not resemble a random walk. If there is a storm with strong wind, one would expect the storm to end after a reasonably short time rather than to continue forever or possibly intensify even more. On the other hand, if it is very quiet, one would expect some wind after a while (it is not likely to stay quiet forever). This points to a stationary nature of wind speed.
Meanwhile, seasonality is to be expected. I suppose there are at least two seasonal patterns, one with a period of 24 hours and another with a period of one year; perhaps there are more (check up with meteorologists). Thus examining seasonality in this data would make sense.