Solar wind is a stream of charged particles such as electrons and protons which are emitted by the sun. Together these particles form a "weak" (technical term "tenuous") plasma.
Plasma, as a state of matter, has quite a few resemblences to a gas. In particular, the plasma has a thermal pressure and a density, and the derivative of pressure wrt. density gives you a well-defined speed of sound for the plasma. There is a type of waves in the plasma called ion-acoustic waves, which propagate with this sound speed. (There are other types of plasma waves with other speeds of sound.)
When a uniform flow of plasma is travelling faster than the plasma speed of sound, nothing happens by itself. But when this flow hits an object, a bow shock is formed, just as we see in front of the nose of a supersonic jet or a speeding bullet.
>essentially anything moving with any velocity is supersonic in space