At the Back of the North Wind by George MacDonald

The hero of this book is a boy named Diamond, named after his father's horse. He is a very young child when the book begins, but it never specifies how old he actually is. He hears a voice that wakes him and replies, and it announces that it is the North Wind. The North Wind wants him to come with her. He does as he is told and they fly about during a storm. She is 'sweeping the cobwebs from the sky'. This book is less about things happening than Diamond and the North Wind talking. She says things like "How many ways must I appear to you before you know me?". At this point, he hears someone mention something called the Back of the North Wind and asks North Wind if she can take him there. 

George MacDonald is a genius. I believe he wrote all his books in Brogue, so they had to translate them somewhat. I had never read a George MacDonald before and this one was excellent.