Mountain weather is often different from other kinds of weather for a number of reasons. First, mountains are high and exposed to winds much more than other areas. Also, being high means that mountains can easily be inside cloud and so fog (cloud) is more common.
Mountains force air to rise, and as it does so, it sheds moisture in the form of rain and snow. So mountains facing the wind direction get heavier rainfall than places nearby. But at the same time, when the air has past over the mountains, it has lost much of its moisture and so is dry. The side of a mountain facing away from the winds is often much drier, and sometimes may even be a desert (it is called a rainshadow area).
High mountains reach into air that is much thinner than air near the ground. Thin air lets more sunshine through by day (which is why people in mountain areas often wear suncream), but it lets heat out at night, which is why mountains get very cold and frost is much more common.
In any case, temperatures fall as you go up a mountain, so mountains may be basking in sunshine, and feel warm on the face, but if you go into a shady area you will notice that the air is actually cold.