Late spring to early autumn (May–September) is the easiest time to enjoy Lincoln. Long days, mostly settled weather, the riverside terraces in use, and the open-air cathedral concerts running through July and August.
Christmas market (first weekend of December) is the city's biggest event of the year — one of the largest and oldest Christmas markets in Britain, drawing several hundred thousand visitors over a long weekend with stalls running through the cathedral close, Castle Square, and Steep Hill. The atmosphere is genuinely magical; book accommodation months ahead, and expect significant crowds.
Winter outside the market season (January–February) is quiet and atmospheric — fog often rolls up the cliff, the cathedral towers float above it, the pubs are warm. A good time for a low-key cathedral visit.
Autumn (October–November) has decent weather, smaller crowds, and the city's smaller festivals (the Steampunk weekend in late August has become a fixture).