As perceived, sand storms on Mars are quite hefty. But how is that possible in such a thin atmosphere like Martian?
You might begin by reading this summary from NASA. Dust storms are indeed limited in intensity by the thin Martian atmosphere, but enhanced by the fine nature of the dust -- when the winds do blow they have a lot of surface area/mass ratio whereby they can pick up dust particles against the Martian gravity. The fine dust also gets into and sticks to equipment, making the equipment susceptible to damage from the storms even if the intensity is limited versus what there might be on Earth.
One key factor: Mars does not have copious liquid water on its surface. Sand and dust storms can be pretty impressive on Earth, too, but eventually the particles get captured by water either through precipitation or encountering a body of water. Mars does not have that checking mechanism, so once weather patterns enable a dust storm they may spread it globally.
According to the NASA reference above, this global accumulation ironically dooms the storm because the solar radiation that feeds the weather patterns becomes blocked. Hence global dust storms, impressive as they appear, are perforce temporary. This, too, shall pass.
Just to add a number to Oscar's answer, Martian dust is very fine, less than 30 micrometers, or less than about the size of a white blood cell. There's no water or other processes that would cause them to clump together. So it doesn't take much to swirl them around.
Mars does not get sand storms, it gets dust storms. Whilst they are necessarily arbitrary classifications, the accepted size of particles of sand are between 0.06mm and 2mm. Mars dust particle sizes are estimated at below 0.05, which would be considered silt between 0.002 and 0.06mm and clay particles below 0.002.
(The below 0.05 mm size comes from "Measuring the Size and Charge of Dust Particles in the Martian Atmosphere" - Calle et al)