What kills a lot of airplanes in the wind is the turn from a downwind leg to crosswind or all the way around to upwind.
People tend to reduce airspeed a bit on the downwind leg, but because they see the plane going so fast (observed groundspeed), they try to make the turn like they have a high airspeed, usually giving too much elevator or banking way too much. As a result, they run out of airspeed and stall, even while the groundspeed is quite high. I've even seen guys crash this way then claim it must have been a radio hit because they just dropped from the sky and the elevator just didn't work.
So, when flying in the wind, watch those turns.
If you are new, it sometimes pays to ask the more experienced guys at the field if there are known "bad air" areas. Some fields I've been to have known rotors that develop in certain wind conditions that can really mess with you if you don't know they are there. In most places it's not a big deal though.