Most tourists learn quickly that while San Francisco can have nice and sometimes sunny days, that having a sweater or light jacket can come in handy. Especially in the early morning and often in the late afternoon when the fog comes in.

There is a well known saying attributed to Mark Twain that says “The coldest winter I ever spent was a summer in San Francisco.” It sounds like something he might say and if you visit San Francisco one can be astounded how the weather can go from warm and mild to cold and breezy. Except Mark Twain never wrote it. He could have said it and someone wrote it down. People have searched through his writings, public and private, and cannot find he ever said it. He does seem to allude to it at one point when asked about a cold winter, which he replied “last summer” which may refer to San Francisco. How and where it originated is a mystery. Someone might have guessed he thought it and wrote it down and then got repeated.
Source: And Never the Twain Shall Tweet (Snopes.com)