Blightwind is the alias by which Yelig-nar is known. Yelig-nar was once the only confirmed member of the Unmade, a mysterious group of odious spren on Roshar. As Yelig-nar, Blightwind was referenced in one of Dalinar's visions when he met with Nohadon. (Yelig-nar had broken into Nohadon's chancery and slaughtered all of Nohadon's wordsmen.)
Yelig-nar, called Blightwind, was one that could speak like a man, though often his voice was accompanied by the wails of those he consumed.
–The Unmade were obviously fabrications of folklore. Curiously, most were not considered individuals, but instead personifications of kinds of destruction. This quote is from Traxil, line 33, considered a primary source, though I doubt its authenticity.
Brandon has confirmed that the Unmade are Splinters of Odium. Odium splintered himself and created the Unmade to be his influence on Roshar. It is through the Unmade that Odium may be able to influence people in how they think or act.