Your motion creates an illusion of a headwind most of the time. If you have a weak tailwind, you will feel a headwind. If you have a strong tailwind, it will feel like the air is totally still. Crosswinds also feel like headwinds unless they are very strong.

If you are not in the US, here is a world wind map. Sometimes it's useful to head out into the wind so you have a tailwind coming back.

I commute to work by bike every day. I ride along the edge of the Hudson River in New York City. The river is over a mile wide so it's very windy almost all the time. And both sides have cliffs, so there are lots of eddies: there are a few places where the wind direction is opposite everywhere else. The general weather pattern gives me a strong headwind in the mornings and a mild HEADWIND in the evenings! I'd rather have hills than winds, but that's life.