Jesus saw his disciples struggling in the middle of the sea, and yet intended to just simply walk past them casually. Ironically enough, Jesus was the one who sent the disciples on ahead of him while he stayed back and prayed on a mountainside, and yet this same Jesus was about to surpass his disciples even though they had a head start and were in a boat.
This is not a story about Jesus being able to "calm the winds of your life". This is a story to say that at one point in history there existed a man who could walk on water and do so effortlessly. If you've ever been out on a windy lake, the water isn't exactly calm to walk on. You contrast the disciples struggling and being tossed about in their little boat in the pitch black of night before dawn, and Jesus who waltzes right past them and you start to understand how amazing this God of ours is.
This isn't a story to highlight Jesus's compassion, but rather his sovereignty. Everything obeys Jesus's command, even the laws of Physics themselves (after all, he wrote the laws). When you start to grasp that then you start to realize just who is this king of glory.