We will be in Sicily the first two weeks of March. Is it too cold to tour Mt. Etna?
No replies yet, so I'll mention we were there in February. There was snow up high and it was cold where we stopped, about halfway up at the coffee shop/gift store. Yes, we needed wind/water resistant jackets and multiple layers. Gloves and a hat too. But it was also still cold enough in the evenings everywhere we went on Sicily to need some of those layers down below anyway..
I also was there in a February. Did a hike tour partway up. They provided jackets. I would not say it is too cold. How cold is too cold for you to not go?
Wear a jacket. Have a hat, gloves. Windy makes it feel colder. Altitude is related to colder also.
Are you wanting to backpack Etna? If not, you will be near by a shelter or a bus or something.