Waves have the power to erode, or break up, and wear away rocks over time. Storm, or high-energy, waves breaking at the foot of a cliff dislodge blocks of stone - rocks. Waves fling pebbles at the foot of a cliff and wear the cliff away. This process is abrasion.
The broken rocks get moved around on the beach and are rounded and worn down smaller.
This way pebbles, and eventually sand, are made.