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Our Lord said to Nicodemus "That which is born of the flesh is flesh; and that which is born of the Spirit is spirit" (Jn 3:6) and explained it like this "The wind bloweth where it listeth, and thou hearest the sound thereof, but canst not tell whence it cometh, and whither it goeth: so is every one that is born of the Spirit" (Jn 3:8). Could you please explain?

The spirit is born with the flesh. God does not breathe into every newborn a new spirit; otherwise, we would not have inherited the consequences of Adam's sin.  The Holy Gospel of St. John 3:6 "That which is born of the flesh is flesh; and that which is born of the Spirit is spirit". The flesh represents the corrupt nature of the parents. Offspring are born with sin and they inherit this corrupt nature. The word "flesh" here is used to mean "corrupt, defiled, of natural sinful tendencies." "The works of the flesh are manifest, which are these: adultery, fornication, uncleanness, lasciviousness," etc., (Gal 5:19-20; Eph 2:3; 1 Pt 3:21; 2:18; 1 Jn 2:16; Rom 8:5).

"Is born of the Spirit" means of the Spirit of God, or by the agency of the Holy Spirit; and "Is spirit" means is spiritual, that is, spirit-like, holy, pure. What our Lord wanted to teach us here is that all men are by nature sinful and that none is renewed except by the Spirit of God. If man did the work himself, he would still be  carnal and impure. The effect of the new birth is to make men holy. Holiness is the result of being born again, and a manifestation and affirmation of it.

Also we need to differentiate between soul and spirit. Sometimes they are used interchangeably in the Holy Bible. Man is body, spirit and soul. St Paul says, "May your whole spirit, soul, and body be preserved blameless at the coming of our Lord Jesus Christ" (1 Th 5:23). The soul gives life to the body, while the spirit gives life with God. Therefore, animals have souls but not spirits.Our spirits are immortal, whereas animals have mortal souls. The soul gives life to the body, "For the life of the flesh is in the blood" (Lev 17:11,14).

Sometimes the word soul is used to mean the spirit "And do not fear those who kill the body but cannot kill the soul. But rather fear Him who is able to destroy both soul and body in hell" (Mt 10:28) i.e. spirit and body.