Answer
The different specific heat capacities of the land and water causes their temperatures to raise unevenly in the sun, creating air currents.
Work Step by Step
Water has a high specific heat capacity compared to the land. During the day, sunshine raises the temperature of the land more than it raises the temperature of the water. The air over the land warms up and rises, starting convection currents that flow from the sea in towards the land.
Bonus fact: At night, water retains its warmth better than the land does, and the air over the water warms up and rises, starting convection currents that flow from the land out towards the sea.