What to bring with?
Luggage with wheels is always a good idea, wherever you are travelling. Whether snowy/wet/sunny/warm or cold weather, layer your clothing.
Wear thermal underwear (these are easily bought at the local clothing shops), with warm leggings and a top under a toasty jacket for the cold. I have my trusty grey duffle coat, plus a white snow jacket for this type of weather, and they are a godsend!
Wear flat shoes that have a good grip, as when it is snowing, and afterwards, when it is sludge, it's really difficult to walk and keep your balance!
Always remember to bring a cap/hat that covers your head and neck for when it gets hot, as well as sunglasses. Sunscreen (Factor 35 is the minimum factor I use, no matter what the weather is), headache tablets and usual little things like some plasters for blisters, cotton wool, germolene etc. Your camera, with charger, and a EUROPEAN plug extension. Have a map of the area handy, plus a local bird, flower and tree book. For this you also need a pair of good quality binoculars

One of the locals!
Swanage Railway, from the ruins of Corfe Castle
Swanage and the beach
Double bedroom with en-suite