The turbines on wind farms convert the kinetic energy of the wind into electricity. So, we might expect to see some changes in the region due to this energy conversion. The impact will be a function of how big the wind farm is and how long the turbines operate.
One way to estimate changes is through observations. The best method is to compare the observation of a region before and after wind farms are installed. Unfortunately, there are rarely enough observations before the wind farm installation to make strong conclusions about any observed relationships.
So, another approach is to measure weather conditions around the turbines with a similar area without turbines. This measurement approach has indicated that the soil around the turbines is drier and warmer than the surrounding region. This soil temperature and moisture is a very local effect, impacting the wind farm area, not the global temperatures.
In particular, nighttime temperatures are warmer, on the order of half a degree. This is because without the turbine the ground cools down faster than the air above. The turbine mixes up the atmosphere and adds energy to the ground from the warmer air above. Fruit growers use this mixing theory to prevent early autumn frosts from damaging plants.
Since wind turbines extract kinetic energy from the air that flows through them, we should expect a change in the local wind. This will be a local, not a global impact. The wind slows down and is more turbulent behind the wind turbine. That way turbines are not lined up one behind another. You might predict this from your experiences with wind blowing around an obstacle like a building. The wind downwind of the building is gustier then the air in a nearby open field.