Without adjusting the sails on a sailboat, the boat would go wherever the wind takes it. So to get where it needs to go, the sails likely need to be adjusted from time to time–not the wind.
Similarly, in life, there are some things we just cannot change. Like the wind. However, we try so hard to change them. But we can either let those things direct our life, or we can put up and adjust our sails.
This anonymous quote reminds us to recognize the things we cannot change. Instead of exhausting our energy trying to direct those winds, we can focus on the things we do have control over. Because those things are our sails. They are the things that can really change our course.