The expression sailing close to the wind is often used as a metaphor for taking a risk or testing the limits of whatever it is that you are doing.
For example, someone who regularly drinks too much alcohol and then drives a car immediately afterwards can be said to be sailing close to the wind.
But if that person drinks even more than the usual amount one time - thus greatly increasing the risk of causing a car accident - then that behavior can be said to be sailing closer to the wind.
And, if an accident then actually happens, that person can be said to have been sailing too close to the wind!
A sailing boat cannot sail directly into the wind, the more nearly it can get to this is its closest point of sailing. Hence closer to the wind
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