Three sheets to the wind comes from the Mayflower and its Pilgrims who used the resources of the Mayflower once they arrived in the New World.
These windmills were built with three ‘blades’ that caught the wind. In time, the Pilgrims came to realize that three sheets made for a rickety windmill and so they added a fourth blade to their windmill design.
When someone overindulged in alcohol and walked in a ‘rickety’ fashion, it was said that he was three sheets to the wind.