Paddling SUP in Wind
One of the most important techniques that you can learn for stand up paddling is actually how to lay down and paddle against the wind. If the wind picks up, and you can no longer move forward, you'll want to lay down, put the paddle underneath your chest, and alternate with your arms right and left, to paddle forward so that you can actually get below the wind, and make some way back to your destination.
Another way to paddle, should you need to get upwind or if you need to get through an area that isn't conducive to standing up or might present a danger, is to get down on your knees, and paddle your board like you would a canoe. Bring your hands down the paddle, so that they're much lower than they're meant to be, and reach out and basically use the same technique so that you can get yourself out of danger, or until a more suitable area where you can then stand up.
One of the biggest dangers to stand up paddling is off shore winds, meaning winds that are blowing from the shore, out to sea, or out into the lake or river. Off shore winds can be very dangerous to stand up paddling. The wind plays such an influence over which direction you travel, especially when you're first learning. You'll want to make sure you don't get yourself out to sea, and if you do, you know the correct methods for getting yourself back in against the wind. On shore wind is the wind that blows from the water onto the land.
If you're learning in the ocean, shore break can be a very dangerous hazard. Make sure that you watch the break prior to entering the water, and time it so that you go out to the minimum amount of waves as possible, and get yourself as quickly as possible out through the breaking zone into the clear water where the waves are not breaking.
Should you become caught in the shore break, always let the board go inside of you. What you don't want to happen is to have the board in between you and the wave, and get hit by the board. In that scenario, the best rule of thumb is to save yourself first, and go collect your board back up on the beach.