[apache]

But there is wind in space. Solar wind. It is a stream of ionized particles (typically hydrogen, maybe helium, electrons, and other subatomic particles) eminating from the sun, or any star for that matter.
This wind, as far as I know, leaves from stars in every direction, and the particles are moving at very, very high speeds. Shock waves start to form when this wind approaches planets. There is a massive shock wave between the earth and the sun, caused by these particles.
Solar wind is as much a form of wind as a breeze, a hurricane, or any other terrestrial air currents. You just would not want to stand in this wind. You would probably not survive very long.