The clouds traveling overhead indicate wind speed and direction, both of which can vary significantly from day to day, or even hour to hour.
In addition the clouds — particularly the dark clouds — also signify storm fronts. Storm fronts provide strong, fast wind if you are near, but may trap your ship if you sail too close.
These weather effects become more pronounced at higher difficulties. An Apprentice Captain can sail under any clouds with impunity, while a Swashbuckler risks being blown far off-course before he can regain control of his ship...
One of the biggest risks posed by clouds and weather is that you might be blown onto shoals.
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