Do you need to target a location with Ride the Wind on cast? Or do you have to let it resolve first?

Yes — you must declare the destination when you cast Ride the Wind, not on resolution.

Choosing the move destination is part of finalizing the spell (Rule 355.4), and the 2025-10-24 patch made move destinations a required choice made when putting the spell on the chain. You announce both the unit and the battlefield/base it's moving to when you play the card, and that choice is locked in (FAQ #2975). One FAQ suggesting otherwise (#6669) predates the rule change and is outdated.

The destination must be a valid location other than where the unit currently is — you can't target its current location to just ready it (Rule 355.4.a, FAQ #10933).