Another common gripe about California that I'll echo here: there's no weather! It may sound masochistic but I miss the seasons, the snow, wearing a scarf, sheltering inside with a cold nose and hands with something warm. The passing of the seasons gives life a constant pulse and direction. The eternal summers of CA get to be disorienting after a while.
I do suspect no seasons makes some of the LA natives a bit wacky. It's good character building to deal with shitty weather for a while.
But CA has all the advantages here. The day-to-day weather is consistent and mild, and there is easy access to whatever nature you desire for a change. Mountains for skiing, the ocean for swimming, surfing or boating, forests and deserts for hiking.
I was stuck in Michigan weather for 20 years too. Literally stuck in the winter. Having options is much nicer than not having options.
Well, to each his own. I'm from Oakland, CA and I am fine with Chicago weather. It can get uncomfortable, but I'll take that as a trade-off for my near-downtown apartment in one of America's greatest cities at half the cost of a comparable place in NY or SF. The summers are actually better--Oakland will get these horrible 90-100 degree heat waves--and the problem of winter is easily solved by adding more layers.
Just wait until you become accustomed to people using the phrases "lake-effect snow" and "humidity index". As a midwesterner for the first half of my life and Chicago native for a decent chunk of that I can say with certainty that Oakland weather beats Chicago weather in just about every possible way. The only thing I actually miss is fall; there is something really pleasant about a Midwestern fall (I suspect it's even nicer in the northeast) with the leaves changing color and falling, the first few brisk days when the scent of burning leaves and fireplaces drifts through the early evening, etc.
I've been living in Chicago for 6 years now. I've been through 6 Chicago winters and 6 Chicago summers.
You don't really get lake-effect snow in the city. That's more of a problem for the suburbs. As for humidity; it's not an issue as long as you wear the proper clothes. (Summer clothes need to be breathable. In particular, jeans and a T-shirt will not keep you cool.)
California is an absolutely humongous state and it most certainly experiences all of the seasons. San Francisco and the surrounding areas are a moderate climate, southern CA is certainly warm most of the year. Northern CA and Eastern CA experience all four seasons and the central valley is a bit of a mix depending on how far north you are. Lake Tahoe for example is a just a three hour drive (roughly) from the Bay area and will go from 80-90 degree days in the summer to 0 degree days with six feet of snow on the ground in the winter with typical spring and fall weather also.
California has seasons! There's Fog Season, Tomato Season, Banana Slug Season, Dry Season...
Kidding aside, I really miss East Coast seasons, too. Sure I can go to Tahoe if I want snow, but there's nothing like being bundled up and walking around NYC at night after a light dusting of snow... before it turns to gross brown slush.
Which shows how little time he actually spent in SF, of course. Mark Twain's famous line about the coldest winter he ever spent being a summer in San Francisco is a lot closer to the truth. Unfortunately, Twain never actually said that. The internet, destroyer of illusions. :(
With respect to Bob Dylan, the meteorological charm of the Bay Area (and SF in particular) is not in its seasons, but in the often dramatic changes between its microclimates. It's a much different phenomenon than the broad, homogenous and slowly cycling climate of the East Coast.
When it's really hot in NYC, it's really bad. This summer has had lots of >90f humid days and there are still many more hot days to go until Autumn. Except for the hot NYC summers, I do enjoy the seasons.