Hot Air Rises
Hot air balloon
When something is hot, its molecules are farther apart than when it is cold. When air is hot, its molecules are further apart, so it takes up more room. That makes hot air lighter than cold air, because the cold air has more molecules in the same amount of room. On Earth, air that is down near the ground is usually warmer than air further up in the sky, because the oceans warm up the air. Because the hot air is lighter than the cold air above it, it floats up through the cold air to lie on top of the cold air. Once the hot air gets high up, far from the ground, though, it's nearer to space. It's colder up there than it is down on the ground, just as it's colder on top of a mountain. So the hot air cools down, and then slowly sinks back down to the ground again.
A hurricane in Cuba
This cycle of hot air rising, cooling off, and then sinking again is what causes wind and tornadoes and hurricanes on Earth, and on other planets as well probably. Sometimes when warmer air bumps into colder air it causes thunderstorms as well.
As the oceans get warmer because of global warming, they warm up the air above them, and there's more hot air to rise up and cause winds. We can expect more, and stronger, hurricanes in the future.