I have not looked up anything on weather effects but anyway.

Will there be Wind?

Will it change speed?

Will it effect rain and other weather? (Make a more effective storm)

Will it effect how you sneak?

Will it change the Enviroment? (Clouds, trees, grass) Is any of this going to happen? Do you even want wind?

Or if you have other idea explain.

I think they confirmed wind.... like blows tree's around.....

They should make it so that everything reacts with wind. Water, etc like Arrow Slayer said. I believe that would increase immersion IMMENSELY.

It's aleady been said that wind will effect the animation of trees and plants, but I think that was in Oblivion as well, but it didn't seem to effect much else. In the article on Skyrim's engine, they also mentioned that the movement of the trees could for example tell the player if there's dangerously strong winds on a cliff, though whether this means wind can effect the player or not I don't know, though if it can, I think it also wouldn't be unrealistic to expect it to have an effect on things like arrows, rain, snow and such.

I see your point though if it did effect the enviroment I would be much more satisfied but for the wind effecting arrows I wouldn't like unless there was some type of game mode that can be activated too switch that on and off Kinda like (hardcoe mode)

At the end of the trailer you can see snowflakes being blown around in circles and snow being blown off of a flat surface near the temple.

I want the leaves to rustle in the wind caused by the flaps of the wings.