As mentioned earlier, land and water are warmed by the sun at the same rate, but they heat differently.
A sea breeze is a current of air flowing inland, associated with warmer surface temperatures inland than at sea. The warm air begins to rise and creates a lower pressure at the surface. Because the air over the water remains cooler, high-pressure forms and 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.