Generally, the weather during late autumn-early spring is changeable and quite unpleasant if you do not like rain too much. The average temperature is 3.5 °C thanks to the Gulf Stream. Rain is more common than snow. The sea temperature is even a few degrees warmer than air temperature. High level of humidity makes the air feel ice-freezing though.
The day is really short and the sky is mostly cloudy. However, this is the best time for watching Northern lights. Moreover, Faroese have a tradition of throwing open doors to neighbours in winter, which means you can feel at home wherever you stay. Though it might be cold and nasty outside, there is nothing warmer than a cosy welcome.