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Anything mechanical that moves generally creates some level of friction (maglev bearings the exception as there is no contact). The greatest mechanical loss of your wind turbine will have will generally be the bearings, unless you are using a gear box. The best thing is to use a good or high quality industrial bearing.
This takes place in the coils of the generator. Electric current suffers from a kind of friction, this friction is proportional to the resistance of the copper wire carrying the current and the resistance causes energy to be lost by heating up the wire. You can reduce the resistance by using thicker wire, however, this will make the generator heavier and more expensive, but it may be worth it for the extra energy.
The resistance of a copper wire increase with rising temperature. The copper losses will heat the coils, which increases the temperature thereby increasing the resistance and causing a higher copper loss. Copper losses increase with the square (Current^2 = Increased Heat) of the current. This vicious cycle can cause the insulation to burn off the wires and short out or even destroy the copper all together.
It might be important to design a cooling system for the generator, this will increase both life and efficiency. Also do not forget about copper losses in the cable running from the wind turbine to you charging/use station.
For more information on Copper Loss click here.
Most generators today use iron based cores, if your generator uses an iron core you will have iron losses. Do not think that iron cores are a bad thing though, the iron helps direct your magnet flux, typically making it more efficient. A typical generator or motor coil will have magnet wire wrapped around a metal core. The iron loss is separated in two types, Eddy Current Loss and Permeability.
Permeability loss happens as the coil changes the direction of flux. We have flux flowing in one direction inside the coil, and then as we come to the next magnetic pole, we then reverse the fluxes direction. The loss is the amount of energy required to make the change from the current direction to no flux (neutral).
Eddy Current Loss happens when an electron gets lost inside the core material. All the electrons need to flow together, however, as current start to flow, places of great flux resistance form, causing electrons to flow in a non-helpful pattern.
Some small wind turbines are built with permanent magnet alternator, which produce alternating current (AC power). Typically we use this power to then charge a battery, which requires us to change the AC to direct current (DC power). For this we use a series of 4 diodes to make what is known as a rectifier. A diode has a voltage drop across it losing energy in the form of heat.