Fancy Navigator
Best textbook I have found for landing is by
John Denker. The rest of it is recommended reading.
I would guess that you landed on a wheel which was not travelling straight down the runway. On impact with the ground, the tire had a sideways component of movement, and per Newton (opposite reaction and all that) the ground violently pushed your plane to the side, and to the edge of the runway. Very frightening when it happens, and if your landing gear survives you can get in a right mess trying to fix it. Nothing to do with wind. Best thing to do is go around, which you did.
It's a common mistake, and can happen even with no cross wind if your nose is not pointing straight down the runway when you hit. You need to get your sight picture sorted out, and the only way to do that is to practice. Quite often people think they are lined up, but because they are in a spam-can where you sit to one side, you are not truly lined up with the centreline. A cross wind complicates the matter a little bit, but the same rule applies - keep the nose of the aircraft pointing down the centreline, again with rudder.
Learning to fly in a tail dragger will force you to get this right
Failing that take an experienced pilot up who can tell you what the correct sight picture looks like when you are on final.
Good luck, and don't worry, we have all done it.