I had the very opposite experience with my move from LA to SF. I had been used to living without A/C in Los Angeles, and rode my bicycle outside a lot so was acclimatized to that heat. For my first year in the Bay Area, I lived in the very western part of SF, a few blocks from the beach in Ocean Beach. It was a ground floor unit with no heating and I moved there in January. I shivered a lot during those first few months. It was damp and chilly - the kind of cold you feel in your bones, and I wondered how people could possibly exist here. My body adapted, but the Southern California climate had really babied me.
It's interesting how there are so many different micro climates in SF. Where I lived, out by the coast, I didn't see the sun a whole lot during July, which came as a surprise. There were many completely overcast days there, though downtown was enjoying the sun. The area around 9th and Irving was the first place I had ever seen fog actually roll down the street. The weather sure is interesting in SF.