Is wind just mainly nitrogen particles moving in one direction?
In a nutshell, you're a little bit right.  The Air pressure is essentially Nitrogen and Oxygen molecules hitting our bodies, but that's true with and without wind.

wind is more easily explained from the macro-scale not the micro-scale.  It's not molecular behavior but governed by forces like high and low pressure systems and weather, or, fans if you're indoors. 

The Brownian motion of molecules is pretty consistent like 3d billiard balls, though velocity of the molecules increases with temperature.  This is kind of what air molecules movement looks like:



Wind is, in a nutshell, the entire box moving, not individual particles changing direction, but it could probably be looked at either way.

If all the air molecules, by some strange coincidence, all moved in the same direction 2 things would happen.  One, the air would get very cold as temperature is essentially agitated molecules moving or vibrating against each other, and two, the wind speed would be over 1000 kph.  Roughly the speed of sound.   Fortunately this kind of thing is so statistically improbable it essentially never happens.