Sea Breeze is formed in areas near seashores due to the process of convection of heat.
Convection: It is a mode of transfer of heat by actual matter.
In liquid and gases, transmission of heat takes place through this process.
Due to solar heat, land and sea water gets heated according to their specific heat.
Specific Heat: The specific heat is the amount of heat required to raise the temperature of one unit mass of a substance by one-degree Celsius.
As the specific heat of water is greater than land hence the ground is heated more quickly, hence air surrounding the ground gets heated due to conduction.
Hence, the warmer air become lighter than the cooler air and because of this warm air moves upwards and cooler air replaces it.
This creates sea breeze as warmer air moves upwards and cooler air from sea comes to replace warmer air thereby creating a thermal convection cycle.
Conduction: The transfer of heat from the body with a higher temperature to lower temperature which is in contact with each other.