We present an experimental study of the azimuthal motion of the mean wind in turbulent thermal convection. The experiments were conducted with cylindrical convection cells of unity aspect ratio and over the range of the Rayleigh number from 1 x 10(9) to 1 x 10(10). The azimuthal angle of the circulation plane of the mean wind was measured using both the particle image velocimetry and flow-visualization techniques. It is found that the azimuthal motion consists of erratic fluctuations and a time-periodic oscillation. The orientation of the wind is found to be "locked," i.e., it fluctuates about a preferred direction most of the time with all other orientations appearing as "transient states," and large excursions of the azimuthal angle often result in a net rotation which takes the wind back to the preferred orientation. The rate of erratic rotation of the circulation plane is found to have a strong dependence on Ra. Our result suggests that the oscillatory motion of the wind in its vertically oriented circulation plane and the orientational oscillation of the circulation plane itself have the same dynamic origin.