Let's start with the nature of the winds themselves. Yes, they'd be faster, and we can ignore that, but there are a few useful bits you could get fun ideas from. They just figured out that Venus's winds are so strong that they actually abrade the planet to counteract tidal locking. This is why it has negative rotation and a day longer than its year. The motion of the planet, plowing headlong through the solar wind, created a slight bias that induced a single planet-wide hurricane where the winds circle the planet every four days.
Ok, enough fun facts. Even if it doesn't make the planet rotate, it would create a reliable east-west bias of the winds, which would impact both architecture and transportation.
I would guess that wind power was the target of most of their transportation needs. They would have figured out tacking shortly after they figured out cloth, so they'd have windward roads that went straight and widdershins roads that zig-zagged. Boogie boards would be their equivalent of walking sticks.
Thus, their clothing would likely be adjustable so it could be tied back when traveling into the wind and let loose when they were making use of it for propulsion. The looseness of the clothing wouldn't be as important as the stiffness. You don't want clothing that flaps because that induces drag in random directions and will eventually damage the cloth.
Also, fur would be abraded off of the outside over time, so you'd want the fur on the inside for most purposes. This makes it harder to be heavily insulated due to mobility issues. Smooth, stiff surfaces would dominate.
Goggles would be non-optional, as would cloth over the mouth and nose. This is another area where they would see advanced innovation. Hats would be non-existent because you don't need them indoors, and you can't keep them on your head outdoors. So tight-fitting hoods, head-wraps, skull caps and helmets would be common.
