A sea breeze is a current of air flowing inland, associated with warmer surface temperatures inland than at sea.
Land and water are warmed by the sun at the same rate, but they heat differently. The water absorbs the heat slower, while the land heats up quickly and returns the extra heat back to the air. The warm air begins to rise and creates a lower pressure at the surface. Because the air over the water remains cooler, a high pressure forms. To make up for this, the air will sink over the ocean. The wind will blow from the higher pressure over the water to lower pressure over the land causing the sea breeze.
The strength of the sea breeze depends on the difference between the temperatures and pressure over land and water. The greater the difference, the stronger the winds. This is known as a thermal circulation.