(Rawpixel.com/Freepik)
Air always moves from where the pressure is highest to where it is lowest. This explains why the sea breeze arises from the difference in temperature between the sea and the continent.
To warm up, water needs more solar energy than land. Both receive the same amount of energy, but the sea heats up more because the soil is a poor conductor and concentrates heat – while the water is a good conductor and disperses heat to the depths.
Thus, the higher temperature of the land warms the air over it, making the atmospheric pressure lower than over the ocean and causing the wind to blow towards the land.
At night, the situation is reversed: the sea takes time to cool down because the deep waters keep the nighttime temperature almost equal to the daytime. The air over the ocean is warmer than on land. As the pressure on the continent is higher, the winds are directed towards the sea, which has lower pressure.