Thought here is a noun.
If I say "Don't give it a thought" I mean "don't bother thinking about it."
If I don't give something a "second thought" I would notice it's there, but not spend any further time thinking about it.
So if the wind is something you don't bother thinking much about, even though you notice it, you don't give the wind a second thought.
Rearranged: The wind is something you don't give a second thought to.
[a writer, but not a teacher]