Are midges usually a problem in early September?
Most likely no, but it depends on where you are planning to go. The only time we have encountered them was up near Myvatn in mid August one year.
You can cheaply buy head nets on Amazon. They don't take up much room in your luggage. We were glad we had them when we went in early September.
vikki.gomez99,
the only place I found midges was Myvatn. If the temp gets below freezing it should kill them off.