This would happen during the day, as soon as the sun has warmed things up a bit. At night, the reverse would happen. This is all due to the sun warming the land and the sea. When the UV radiation from the sun hits, the land heats up faster than the water does. The air directly over the land warms more than the air over the water. Warm air is lighter than cool air, and the air over the land rises. Cool air from over the surface of the ocean moves over the land to replace the rising, warmer (and lighter) air, and you get a sea breeze. It all has to do with radiation and pressure gradients, and is not as pronounced on a cloudy day.