A Nor'Easter

A weather vane by the Thames.

The direction the arrow points to is the direction the wind is coming from, which is the name given to the wind. For example a Sou'Wester would come from the South West and blow towards the North East. And the vane would point towards the South West. Clear now?

(After all these years my Dad can still teach me a thing or two).

And the word vane is a variant of fane, meaning flag, which itself comes from the Old English word fana.