What is the form of energy of a wind?

Is it chemical
Is it electrical
Is it mechanical
Is it geothermal

Energy is not a physical unit. It is a philosophical concept and an accounting technique used to analyze mechanical and chemical exchanges. In nuclear physics it is defined as a color of light, in biology it is a synonym for metabolism, and in public utilities they say energy when they mean connectivity.

Wind is mechanical power. It is ok to call that kinetic energy, as long as you remember that energy is a slang term.

It is mechanical, kinetic, as it is due to moving air.

it is mechanical energy(kinetic)