Should I apply?Watch
If it's only because of the grades I wouldn't apply. Most universities will accept you if your grades are good enough for Edinburgh as their entry requirements are quite high.
I do not like cold environments, but I am secure in the sense that the grades I will achieve at A level will allow me to study at Edinburgh university. I've been to the city for holidays but not to live there or study there so I was wondering how I would cope with the cold winters and should I even apply or choose a different university?
well it depends on how much the course you want to do is important versus the weather. Although to be honest you will have to exclude most Universities in the United Kingdom to avoid cold weather in winter.
If you look here:https://www.currentresults.com/Weath...mperatures.php
You will see that the difference between the Average low in Edinburgh (5 degrees) and Birmingham ( 6 degrees) Cambridge ( 6 degrees) and even London ( 8 degrees) is marginal .