A wave is often a disturbance that travels through a medium, leaving the medium as it was. For example, a wave on a string moves each part of the string sideways. After the wave has passed, the string hasn't changed.
Sound is a pressure wave. Air vibrates back and forth in the direction the wave moves.
In water waves, each part of the water moves in a circle.
Wave motion is not the only kind of motion. For example, wind and water currents do transport air and water. But we don't call that kind of motion a wave.
A surfer can ride a wave. But he isn't part of the wave. He isn't undergoing wave like motion.
Some waves don't have a medium. E.G. light can travel through vacuum. Even though it is similar in some ways to a wave on a string, it is not the same thing.
A light wave describes the force a vibrating charge can exert on anther charge. Because the source charge moves back and forth, the electric forces push the other charge back and forth. Nothing is waving in between the charges.
The equation that tells you what force to expect at a given place and time is much the same as equation that tells you how far a piece of string is from its rest position at a given place and time.