Basically there is (almost) no sun at all (almost) 9 months of the year. Imagine a bad day in Seattle or London, subtract the actual rain (it never rains here, the sidewalks are washed manually), and you're pretty much there.
The temperature in the coldest months is JUST BARELY where you're not comfortable. I grew up in the arctic winters of central Europe, but that's nothing compared to the shiver I've experienced here. 15 celsius isn't actually that cold, but the humidity is brutal, windows here don't insulate at all (no window frames!!), and buildings have no heating. I need down jackets at work to not feel cold. Now, once you're moving you won't feel cold at all. But sitting at home, or at work, brrrrrrrrr
But as Kelly said, it's easy to get out, Pisco/Paracas for example has eternal sunshine pretty much and it's only 4 hours away. Now that's far, even an hour drive gets you to the sun..