[Z1nfandel]

In order for the windmill to turn, some energy must be taken from the wind and turned into that rotation. This hinders the wind.

If you were going to try and go turn that windmill, would you just freely spin it with 0 effort? No you'd have to push, it would hinder you.

[toasterlovin]

I think the parent is saying is that, if you consider the circle traced by the outer tips of the windmill blades, the windmill blades themselves take up a very small fraction of the surface area of that circle. Thus, the windmill is fundamentally only capable of capturing a small fraction of the energy that flows through that circle.