Sand is rock material that has been broken down into tiny particles or grains through erosion. On beaches sand is typically composed mostly of quartz but may contain broken shells or coral in tropical regions. Sand grains are technically defined as having diameters between about 0.0625 mm (very fine sand) to 2.0 mm (very coarse sand).
Waves and currents can carry sand along the shore eroding or accreting the beach depending on the sand grain size and size of the waves. More wave energy is required to transport larger grains. Very small sand grains may be transported by the wind to form dunes.
These lovely close-up photos of sand show the great variety of materials that may compose sand on your beach.
For an in-depth understanding of how beaches form and change, watch the 20-minute video The Beach - A River of Sand (1965) which was made by Doug Inman, a marine geologist at Scripps Institution of Oceanography.