Something which I struggled with at first, and used to take the 'easy' option in looking for flags.
As others have said you develop this skill with time and one Bill Lane was fantastic with pointing out how it was done.
-In a body of water, if it is sheltered then you can see where the water looks like glass up against the edge of the lake/river/etc. This then will show which way the wind is blowing
-Ripples will normally be in the direction of the wind and you will see what direction the white caps are moving. Very handy if you have boats that are pointing a different direction (e.g with tides).
-Boats CAN show wind direction (nose pointing into wind) but be careful. As aforementioned tide can ruin this trick.
-If in a seaplane and unsure, bring the power back to idle and lift the water rudders. The nose should then spin into wind
-Check GS verse AS (GPS against ASI)