In windsurfing, you talk about setting a course. The wind is always the key factor. The graphics on the right show the different reach directions to the wind. Here, the wind is always blowing sideshore from the right.

Mostly, you surf "perpendicular" to the wind (beam reach). Gaining upwind distance to the wind is especially important because you would plummet into the water quite a few times particularly in the beginning and thus drift a bit away due to the wind. To regain distance, surf slightly towards the wind (upwind). That way, you can make up the upwind distance lost by drifting away and get back to the point where you had started.

If you ride a zigzag course, always a little towards the wind, you talk about "tacking". Surfing rather a bit "with" the wind (broad reach) is called "falling off". If you surf strictly "away" from the wind, you are going downwind.