Wind of Vanity is an Exploration technique that guides you to cosmetic gear. It is the quick way to collect headbands, masks and other looks for Jin.
You set the Guiding Wind's target from the map screen, then follow the breeze. It saves you waiting for a Golden Songbird to lead you.
Pure cosmetics, so take it once your combat techniques are in place, or early if you are hunting the full collection.
Wind of Charms
The Guiding Wind leads you to Shinto Shrines, where new Charms wait.
Wind of Concentration
The Guiding Wind leads you to Archery Challenges on Iki Island.
Wind of Harmony
The Guiding Wind leads you to Animal Sanctuaries on Iki Island.
Wind of Health
The Guiding Wind leads you to Hot Springs, where a soak raises your maximum health.