In “Ode to the West Wind,” Shelley personifies the spring wind as the sister of the West Wind. They are closely related in that they are winds who have a considerable effect upon the earth in their respective seasons.

In the fall, the unruly West Wind scatters fallen leaves, making them look like “pestilence-stricken multitudes,” large crowds of sick people. The West Wind also carries seeds down to the earth, where they lie sleeping throughout the winter.

Come springtime, the spring wind, what Shelley calls the West Wind's “azure sister,” springs into action—appropriately enough—blowing her trumpet to wake up the earth and turning the seeds scattered by the West Wind into buds.

“Azure” is an old-fashioned word for the color blue, and blue is an appropriate color for spring as blue skies often herald the arrival of this beautiful season, with all the wonderful new life that it brings.

Right throughout the poem, Shelley uses archaic language, and in this case, he refers to “thine azure sister.” He does this because the subject matter with which he's dealing is something that goes back to the dawn of man. He therefore feels it appropriate under the circumstances to resort to old language to describe a process whose origins are lost in the mists of time.