The wind blows wherever it pleases;you hear its sound, but you cannot tell where it comes from or where it is going. That is how it is with all who are born of the Spirit. Jn 3:8
Jesus is talking here about the freedom and spontaneity that the Holy Spirit brings into our lives. If we choose to follow Jesus there will probably be surprises, when the Spirit turns us around as the wind can change from one direction to another.