During the winter months, Cadaqués and the north of the Costa Brava can be subjected to the Tramuntana, an impressive wind the blows off the Pyrenees in much the same way as the Mistral blows in France.
The Tramuntana is a katabatic wind, which is a wind that blows off a mountain system due to the cool denser air at altitude in the mountains sinking, and funnelling off into the coast. If you are looking for a relaxing beach holiday, then best to avoid the Tramuntana, as this can whip things up. You should be fine in the summer months.
However, some of the most invigorating times we have been up to Cadaques have been during the Tramuntana in the winter and early spring months. This is how the Costa Brava, which translates as "Wild Coast" gets its name. You can be out walking in the Cap de Creus, and the Med will literally look like it is boiling. Not for the faint hearted, but it will certainly blow away the cobwebs!
If you don´t fancy that, you can always hole up in a cosy bar or restaurant with the locals and spend the day tasting Catalan wine.
If you want to get a feeling of how strong the Tramuntana can be, check out the video below, which was taken in Calonge, about one and a half hours SOUTH of Cadaqués. This was an exceptional storm in March, but even so, the Tramuntana is normally stronger in Cadaqués (Alt Emporda region) than it is in Baix Emporda (where this was taken).