We've gotta be careful about making assumptions about events like this.
Yes, they could be signs that a spirit or guide is there for you, particularly if wind and/or vanilla is relevant to someone you know/knew, or you personally. Smell particularly is often a strong indicator of a 'supernatural' presence.
But we have to also consider that there could be physical causes for these events; such as
http://www.nhs.uk/conditions/phantos...roduction.aspx.
It helps to keep an open mind, in both respects, and getting help/advice about what the cause could be.