This air, as it heats up, will expand upward and outward. This expansion has two consequences:
Look at what that does to the pressure:
The outward expansion caused the changes in surface pressure. There's simply less air over land than there was before. Meanwhile, the temperature changes have affected the density of the air, producing higher pressure beneath the layer that has cooled and become more dense.
We now have pressure gradient forces, directed from land to sea aloft and from sea to land near the surface. This will cause the air to accelerate in the direction of the forces, producing a sea breeze at low levels and a return flow aloft.