When I first started sailing smaller boats I also felt like the windw as jumping around on me. There were two reasons for this:
-Apparent wind is the wind as you feel it while the boat is moving. Unless if you are in irons or going directly with the wind on a dead run you are never going to feel the true wind. It helps to track the wind with the waves. I found on a smaller boat since I was changing my direction more often (mostly just for fun) my apparent wind would change as well. This can be disconcerting.
- If you are sailing a smaller boat it is usually quite close to shore (river, lake, coast). Shore effect can make a huge difference in the wind in an area. Large stands of trees, hills, cliffs, and even tall buildings can curve the wind around them and this can throw you off. If you get further away from shore the wind direction should steady out.
And sometimes it just changes