As the others have said, it is perfectly possible but not as simple as you think.
If heat is the only thing you want I wouldn't advise using the battery and dump load approach, it is simple and easy to get working but the alternator efficiency is very low when clamped to a constant voltage battery and in high winds you will have more heat in the alternator windings than in your heater.
It can be done very efficiently without a battery but you won't get much in the way of results without a controller. At best a fixed compromise load will be slow to start up and won't work in low winds ( perhaps no big deal for heating). In high winds it won't fully load the prop and you will have a beast that makes a frightening noise and is difficult to control.
You probably only need 3 steps of control to make a practical system and if you are not desperately worried about the best efficiency you might do it in 2 steps.
The other way is to build a high frequency high voltage alternator and use series capacitors to feed the heaters but it's not very practical with normal low frequency lowish voltage alternators.
If you can justify batteries to supply some load but you still mostly want heat then go the dump load route but build an alternator that is way over size, it will stall and perform really badly with direct connection to the battery but you can add series resistance in the dc line from rectifier to battery. If you choose this right it will become a good battery charger and you can extract the heat from the series resistor and the dump load. The big snag is that you have very non standard resistors to deal with and sourcing them and cost may be a problem.
Flux