Almost correct, but there's a subtle and important distinction here. Newton's first law says that objects will remain stationary or will continue moving in a straight line if there are no NET forces acting on them. This doesn't mean that all forces are zero, it means that if you take all the forces and add them up, they add up to zero. An example of this: you are sitting down right now and are basically not moving. (You slug!) Do you feel any forces? You are experiencing at least two: gravity is pulling you down, and the chair is holding you up. The two forces are equal in strength but are directed in opposite directions (in short, they are "equal and opposite"). If the chair was unable to apply enough upward force to balance gravity, you'd break it and fall right through.
On Earth, all objects experience at least one force: gravity. So if an object is not moving, or is not accelerating, that generally means that there are at least two forces which cancel each other, adding up to zero. That's true for you, and it's true for air parcels in the atmosphere.
Try again.
Air moving in a particular direction at a particular speed tends to continue moving at that direction and speed, at least for a while. What does that mean in terms of Newton's laws?