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There are eight Wind Crests around Hyrule. They start out looking like gravestones, but when you check on them, they explode and reveal a symbol on the ground. Once you have the Ocarina of Wind, you can use it to summon Zeffa the bird, who will transport you to the Wind Crest of your choice. But you can only travel to Wind Crests that you have checked on to make the gravestone explode, so be sure to check on them as soon as you find them.
There is a Wind Crest near the north exit of Hyrule Town.
The Wind Crest here is just north of the Minish house where you get the bombs.
The Wind Crest is just north of Link's house.
Just south of the entrance to the Cave of Flames.
All the way at the bottom of the northern area of the swamp.
You don't need to check on this Wind Crest to activate it. You can only reach it after getting the Ocarina. It's visible near the entrance to the Temple of Droplets.
After climbing the wall of Veil Falls, you will find the Wind Crest near the pattern of rocks.
Just south of the big house on the Cloud Tops.