Very nice, it speaks to me. Your short description paints vivid scenery; this draws me in. I take some issue with your exorbitant use of "AND", though the only one I would insist removing is:
"And we’ll scream our lungs out,"
The poem just flows better without it.
The last bit of concrete criticism is for the line "And the sky wet our cheeks". Change "wet" to "wets".
Everything else I could critique is based on personal preference, and relatively minuscule.
I can't quite decide if I would prefer to read it like this:

I whisper the words
But they’re grabbed by the wind,
thrown out to sea.
I stand at the edge
Wondering what we('ve?) lost

Regardless, thoroughly delectable. A perfect poem to savor--it reminds me of stormy nights on the beach.

I like this poem. I agree that it could be tweaked a little bit, but I hope you don't change it too much because the skeleton of this poem is definitely all there. If anything I would ADD to that outline and give it a little bit more. I especially loved the third stanza: "But don't worry/This is love/Don't worry darling/This is love". Awesome work. Keep writing! k.