Weather Cocking is the effect a wind coming from behind or across (abeam) the deck of your kayak has.

A kayak will always turn into the wind if moving forward!

This is because the kayak when moving forward, is pushing water away from the kayak (parting) thereby creating a high water pressure zone around the bow.

Conversely, the stern of the kayak develops a low pressure zone as water is pulled away from the kayak as it passes along the surface of the water.

The direct result is:
The bow of the kayak is fixed in the water (relatively speaking) and the stern of the kayak can easily be blown across the surface of the water. See next image.

The direct result can be seen in teh image on the left of the screen. 
The stern of the kayak is blown with the wind relative to the bow of the kayak, effectively turning the kayak into the wind.