Cappadocia sits at roughly 1,000 metres elevation in the middle of Anatolia, which means a continental climate with bigger temperature swings than most visitors expect from Turkey. This is not the coast — pack accordingly.
Summer (June to August) is warm and dry, with daytime temperatures reaching 30 to 35 degrees but dropping noticeably after sunset — down to 15 degrees or lower on clear nights. Light, breathable clothing works for the day, but you will want a jacket or warm layer for the evening and absolutely for the pre-dawn balloon launch, when temperatures can sit around 10 to 12 degrees even in July.
Spring (April to May) and autumn (September to October) are the most comfortable seasons — 15 to 25 degrees during the day, cooler mornings and evenings. Layering is the strategy. Sturdy walking shoes with decent grip matter — the trails through Rose Valley and Love Valley involve loose gravel, uneven rock, and occasional scrambling.
Winter (November to March) gets properly cold — daytime highs around 0 to 8 degrees, with regular sub-zero nights and genuine snowfall. Snow-covered fairy chimneys are beautiful, but you will need serious winter clothing: a warm coat, thermal layers, gloves, a hat, and waterproof boots.