Wind and...

In the opening pages of the first chapter of Wind and Truth, the Wind, the spren of the Wind, speaks to Kaladin about an approaching storm.

Just before, Kaladin mentions that the Wind has been present throughout his life and that he knows it like the back of his hand. It just so happens that I recently reread the first Mistborn trilogy, and I still vividly remember the meticulous planning and foresight of the two additional Shards who inhabited that planet. Furthermore, they have been present in the protagonists' lives since before their birth. Could the same be true for Kaladin?

If I remember correctly, the spren of the Wind was a primordial one, from the time of Adonalsium (I don't know if he created it or not). Is it the Wind himself who wants something from Kaladin, or has someone else been guiding his life?