Windblown sand creates a distinct hierarchy of mobile landforms on Earth on some celestial bodies, ranging from tapestries of meticulously carved ripples to vast fields of shifting dunes. They are often perceived as aesthetically appealing, yet economically and ecologically threatening. But how do they form, and what determines their characteristic shapes, sizes, and migration dynamics? I will sketch three crucial physical mechanisms that govern this whole phenomenology: spontaneous turbulent symmetry breaking, broken scale invariance due to an emergent mesoscale, and aeolian sand sorting. Together they give rise to the notion of a forbidden wavelength gap between ripples and dunes and explain why it can (only) be inhabited by a peculiar bedform known as megaripples, which might actually be better characterized as mini-dunes. K. Kroy, G. Sauermann, H. J. Herrmann, Minimal model for sand dunes, Physical Review Letters 88 (2002) 054301. M. Lämmel, K. Kroy, Analytical mesoscale modeling of aeolian sand transport, Physical Review E 96 (2017) 052906. M. Lämmel, A. Meiwald, H. Yizhaq, H. Tsoar, I. Katra, and K. Kroy, Aeolian sand sorting and megaripple formation, Nature Physics, to appear.