Besides being the name of Babar's monkey friend in the much-beloved picture books about the elephant Babar, a zephyr is a gentle breeze.
In Greek mythology, Zephuros was the god of the west wind, and the bringer of light and early spring breezes. Zephyr derives from his name. That first day of spring, where suddenly you don't have to wear your jacket to school for the first time all winter? Thank the zephyr for that.