Here Allah mentions the favor He does for His creatures by sending winds to them, as harbingers of His mercy, meaning that they will be followed by rain. Allah says:

{giving you a taste of His mercy,} that is, the rain which will come down and revive people and the land.

means, on the sea, for they are driven by the wind.

means, by trading, earning a living and traveling from one country to another, one region to another.

{in order that you may be thankful.} means, that you may give thanks to Allah for the innumerable favors He has done for you, both visible and hidden. Then Allah says:

These are words of consolation from Allah to His servant and Messenger Muhammad. They tell him that if many of his people and of mankind disbelieve in him, the previous Messengers were also rejected, despite the clear signs that they brought, but Allah punished those who rejected and opposed them, and saved those who believed in them.

This is a duty which Allah took upon Himself as a blessing and a favor to them. This is like the Ayah,

your Lord has prescribed mercy for Himself.

Ibn Abi Hatim recorded that Abu Ad-Darda’, may Allah be pleased with him, said: “I heard Allah’s Messenger saying:

«No Muslim man defends the honor of his brother except that there would be a right upon Allah to defend him from the fire of Hell on the Day of Resurrection.»

Then he recited this Ayah:

{and it was incumbent upon Us to help the believers.}”