Although all of the UK enjoys a relatively mild climate considering its actual latitude, the Scottish weather, especially in the Highlands, and especially in the west, gets a fairly deserved bad press.
This is less to do with the fact that the weather is incredibly harsh, as the temperatures rarely drop into below zero and snow isn't that common on the sea level, and more with the amount of rain, the weather's fickle changeability and the fierce gales that combine with the damp to sometimes create a literally lethal wind chill factor.
To keep it in perspective, though, unless unlucky or careless on a mountain side or a deserted moor, you are extremely unlikely to die of exposure in Scotland on the sea level. The mountains are a different matter, and even in the summer you need to come prepared for quick changes of weather. Always carry a waterproof jacket, an extra layer of clothes and be ready for a sudden and unexpected drop of temperature, rain and wind picking up. It is said that you can see all seasons in one day in Scotland, and nowhere it is as true as it is in the hills of the Highlands.
There is quite a regional variation in weather patterns as well, with the west being noticeably wetter and more cloudy (though the very coast gets more sunshine that even a couple of miles inland).
North-western Highlands are cold and wet, with the average annual high temperatures in Kinlochewe around 12C, average low 5C, 57 days of frost, 217 days with some rain and less than an hour of sunshine per day in December and January, going up to about 5 hours a day in May (which tends to be the sunniest month here).
Braemar in the Cairngorms, where the coldest temperatures in the UK are frequently recorded, is colder but a bit sunnier, with May and June again the sunniest months with relatively least rain.
On the other hand, Leuchars in Fife near the east coast north of Edinburgh has similar annual average temperatures to Kinlochewe, but three times as much sunshine in January and December and a respectable 7 hours a day in May, with two-thirds of the days rain free all year round. Edinburgh has similar weather patterns.
All in all, May and June are probably some of the best months to come to Scotland. In June, the average highs in the south of the country are around 17C, the lows around 10C. In the Highlands, the temperatures are comparable in July & August, with June and especially May cooler at around 14-15C average high and 7C average low, but there is more sunshine and if you comein May, the midges are less likely to be out yet!