Convection currents are the result of differential heating. Lighter (less dense), warm material rises while heavier (more dense) cool material sinks. It is this movement that creates circulation patterns known as convection currents in the atmosphere, in water, and in the mantle of Earth.
In the atmosphere, as air warms it rises, allowing cooler air to flow in underneath. Along with the turning of the Earth, this movement of air creates winds. Winds, in turn, create surface waves on the ocean.
Convection also plays a role in the movement of deep ocean waters and contributes to oceanic currents.
Inside Earth, the convection of mantle material is thought to cause the movement of the overriding crustal plates, resulting in events such as earthquakes and volcanic eruptions.
