A theophany is an appearance of God, from the Greek Theos (God) and phaneo (I appear).
In his book Images of the Spirit, Meredith G. Kline propounds the theory that all theophanies contain three elements: light (can be day, fire, etc), dark (or any type of a "veil"), and "qol" (Hebrew "voice") or sound.
Obvious theophanies include the Lord on Sinai, when He appeared to Ezekiel in the chariot, when He led Israel through the desert (the "two" pillars), and when the Holy Spirit descended upon Christ in the form of a dove, to name a few points on the spectrum.
But, there is a thesis of Kline's that I would like to put forward here.
In Hebrew, the word "rwh" (ruach) can be translated as spirit, wind or breath; same with "pneumos" in Greek. In Genesis 3, where Adam and Eve have just sinned, they hear the "qol" of the LORD traversing the garden in "lrwh hyywm", the spirit, wind, or breath of the day.
The word rwh has been translated wind. Kline proposes that it should have been translated spirit, giving us, instead of the wind or cool of the day, the spirit of the day, as in the day of the Lord, the day of judgment.
The reasons for this are several, and not all that I put forward here are his.
First, rendering the word spirit gives a great deal more meaning to the fact that God was in the garden. The protevangelium was not merely the result of an idyllic stroll. Along the same line, "spirit" places the initiative with God, removing the apparent coincidence of the event.
Secondly, it seems rather odd that rwh would have been mentioned were it not relevant to the narrative.
Finally, when Adam and Eve heard the "qol" of the Lord traversing the garden in "lrwh hyywm", their first instinct was to run and hide. This is consistent with either rendering of rwh, but it seems much more natural if they were running from God as He came in power and judgment (in the line of Isaiah's response: "Woe is me, for I am a man of unclean lips...") than that they merely felt guilty enough to flee at the slightest provocation.
If this is the case, this would be the second recorded theophany, the first being in the first chapter of Genesis.
A final note to consider: both of these two theophanies contain the theme of judgment.