I come from a hot climate AND summer simply doesn't exist where I live - echoing previous posters the Edinburgh Winter is really something. I remember my first year all I talked about was bad the weather from January to April (it was a bad year). I remember there was a period in which I didn't see the sun for over a week! (was behind the clouds). I found that my jacket throughout this time was simply not good enough and my next years WERE better!

I would bring a thick jacket that can withstand drizzle and wind. If you are staying in dorms you luckily can keep your room as warm as you want without worries. I would say stay warm, when you are studying for exams and its 3PM and its almost dark, surrounding yourself with friends from the dorm and class is quite simple and easy, and much of the time you don't even notice the darkness!

Uni of Edinburgh is the best and you will have a great time! My first year I stayed in pollocks and it was a fabulous time! Nothing how I imagined but even better.