The coming of the Holy Spirit is not only associated with the sound of a mighty wind, but with a mighty wind that comes from heaven. That is to say there is also a connection being made between Jesus who ascended into heaven (Acts 1:11) and the sound coming from heaven (Acts 2:2).1 When it comes to the sound of wind, however, there is clear precedent from elsewhere in the Bible of this sound being associated with God’s presence (Exodus 19:16; Ezekiel 37:9–10; John 3:8).2
2 And suddenly there came from heaven a sound like a mighty rushing wind, and it filled the entire house where they were sitting.