You bet it gets cold there. And you better be prepared for lots of fricking mosquitoes...makes the bayou seem like a cakewalk.
Where 'bouts you going? Lots, and I men LOTS of fricking people go there. You can spend an hour sitting in your truck in line to get into the gate, then driving around is like rush hour in Houston with a bunch of pricks from California.
I'm real familiar with the back-accesses that few people know about if you're willing to go off the beaten path (i.e. drive down dirt roads...albeit suitable for any car).
I backpack in...pay not a fricking dime of extortion to those frickers for admission, don't get the special Yellowstone fishing permit, and I use live bait to fish (fishing with worms or any kind of organic bait is against the law in Yellowstone).
...and carry a can of bear mace if you're going to be away from populated areas.