"Very strong" is not quite right. The winds on Mars can be very fast, but given the low atmospheric pressure, they don't carry a lot of force. Enough to create sand dunes and significant aeolian weathering over millions of years, but they'd never knock you over.
This is the main scientific error in The Martian.
I guess it would be an odd experience. You would hear the wind through your spacesuit, but wouldn't feel it and it would offer no resistance. But very light things (paper and so on) would be swept away in the 200+ mph wind?