Váyu is the Wind-God, Lord of the winds.
The gods who manage bodily functions once wanted to find out who among them was the greatest. One by one they took turns in leaving a man. He kept on living, though gradually impaired in various ways, until Vayu began to leave him. Then all the other gods in the man dwindled along with the life-breath of the man. From this they saw what great and secret power Vayu had. (from Brihadaranyaka Upanishad)
Vayu (Blower) is known by many names. Anil (Air, Wind), Vyán (Air), and Váta (Airy Element) are some of them. The different names reflect different sides to or activities of the Secret Wind within man and woman.
The Chandogya Upanishad states that one cannot know Brahman except by Vayu - flowing in the Blowing Wind. Some yoga ways are for that. (WP, "Vayu")
The Vayu Purana and the Brahmanda Purana have much content in common and their origin in common as well. However, the Vayu Purana exists in many versions. There are chapters inserted in it on duties of castes and persons in different stages of life.
At the beginning of the Purana the author tells the immutable Lord is the protector of the world, the Reality of the Universe. He is Being, Consciousness and Joy (Sat-Chit-Ananda). (li-lii)
The Naimisa forest in this Purana is in Kurikshetra. To this forest came the Purana-reciter Suta (Lomaharsana). He was very well versed in Dharma (virtue), Artha (wealth), Kama (desire) and Moksa (liberation). Wise sayings came forth from him.
The sages that had gathered in the forest, greeted him with gentle words and honoured him. He was urged to tell legends to them.
Suta agreed and said that the Purana he was about to tell, had been told to the sages by Vayu already - and, "I got it all from the venerable sage Vyasa. He churned the ocean of the Vedas with the churning-rod of his intellect and produced the Mahabharata and this Purana that I am about to retell." (1.1-41, retold)