When playing wind instruments, it is common to use more air, movement and muscle activity than necessary. There are two common exercises which are useful for learning to use less force and less air when playing.
The first of these is to slowly blow up a balloon, using slow sustained breaths controlled from the diaphragm. The idea is to take a comfortable breath using the technique described earlier and then breathe into the balloon using an even sustained amount of air pressure. Repeat this until the balloon is full.
The second exercise is to sing a melody in front of a lighted candle. This requires a more subtle release of air than blowing up a balloon, as the idea is to sing with as little effect on the flame of the candle as possible. Once you can sustain a note without moving the flame much, try beginning the note softly and gradually increasing the volume, then reverse the process. You could also try singing a whole verse from a song. As with all aspects of musicianship, be patient and you will see great improvement as long as you continue to practice.