Apparent wind: what you feel on board
The forecast gives the true wind. On board you feel something else, the apparent wind: true wind plus the wind made by your own speed. Set wind, angle and boat speed and see what you feel on board and where the masthead indicator and sail point.
Three things apparent wind explains
Upwind it feels stronger
Beating to windward adds the wind of your own speed. Close-hauled you feel more than the forecast, and the spray ends up in your face.
Downwind it gets deceptively quiet
Running, your speed takes wind away: 20 knots of true wind feel like 14 at 6 knots of boat speed. Head up and the full strength is suddenly there, and more. That is why you reef before the course change, not after.
Fast boats pull the wind forward
Catamarans, foilers and ice yachts sail a broad reach with the apparent wind well forward of the beam. And a motorboat in a calm feels exactly as much headwind as its speed.
The masthead indicator and wind display always show the apparent wind. Good instruments use boat speed and heading to work back to the true wind, which you can then compare with the forecast.