Depends on the time of year.
If you're staying for even a few days, you'll need a lot of different types of clothing, I've never even seen at least 5 days with the same weather. Clothes:
Winter: Big warm coat and ski jacket, thick sweaters, long johns, light sweaters (for "warmer" days), long [waterproof] pants, comfortable boots (in case it snows) , umbrella (in case it rains), scraves, hats, and gloves.
Spring: Some winter gear for march - mid april, warm sweaters, comfortable shoes, long and short pants, an umbrella, and a t-shirt or two for late april - may.
Summer: T-shirts, shorts, long pants, a few sweaters (sometimes we get cold nights or chilly days in summer (60s/70s/40s)), an umbrella, a light jacket or two (like i said we get a few chilly days), and comfy shoes.
Fall: a little summer gear in early september, during october however, sweaters, light jackets, long pants, warm shoes or boots and a scarf or two (it gets windy during this time). From november to december mostly winter gear with a little fall gear in early/mid november. Weather to expect:
(Warning: temps can fluctuate as much as 40 degrees in day)
Winter: (Temperature) normal days: Hi's 40s/50s Lows 20s, warm days: Hi's 60s/70s Lows 30s/40s, cold days: Hi's 20s Lows 0s. (Precip) snowfalls every so often but usually not that much but can range anywhere from a trace to a foot in one storm, rain is common but usually happens a few days each month. Overall, its very cold and windy often cloudy or foggy.
Spring: (Temperature) normal days: Hi's 60s/70s lows 30s/40s, warm days: Hi's 70s/80s Lows 50s, cold days: Hi's 30s-50s Lows 10s-30s. (Precip) the last snowfall usually happens in early april for just one day but still falls in wintry amounts during march. rain, like anywhere else, is common in spring but still in normally light to moderate amounts. Overall, march is still cold but becomes less chilly by early may but doesn't get completely warm until june, and spring is rainy and windy with more sunshine than winter.
Summer: (Temperature) normal days: Hi's 80s Lows 50s, warmer days: Hi's lower 90s Lows 60s, colder days: Hi's 60s/70s Lows 40s. (Precipitation) snow of course never falls in summer in gatlinburg and only happened once in the 1880s during a very cold year. rain is still abundant but falls in the form of afternoon showers which allow for cooler temps to roll in. Overall, summer is warm, breezy and sunnier than any other season with surprisingly low humidity which makes the area quite pleasant in summer with just a few hot days.
Fall: (Temperature) normal days: Hi's 70s/60s/50s Lows 40s/30s, warm days: Hi's 80s Lows 50s/60s, cold days: Hi's 30s-50s Lows 10s-30s. (Precip) Unlike every other season rain is quite sporadic in fall and only falls on a few days. Fall gets far less snow than snow but still a possibility in november and every few years we might get a trace as early as october. Overall, Fall is similar to spring except with less rain and more sunshine.
Gatlinburg is pretty complicated when it comes to weather seing as it can be in the 70s in winter or the 40s in july, but if you want more detail here's some data about Hi's, Lows, rain, snow, etc.
Hi's: Jan: 44, Feb: 51, Mar: 60, Apr: 68, May: 75, Jun: 82, Jul: 84, Aug: 83, Sep: 78, Oct: 69, Nov: 58, Dec: 50
Lows: Jan: 22, Feb: 24, Mar: 32, Apr: 38, May: 48, Jun: 56, Jul: 58, Aug: 57, Sep: 52, Oct: 40, Nov: 33, Dec: 25
Highest temps (Avg not record): Jan: 68, Feb: 72, Mar: 75, Apr: 81, May: 88, Jun: 91, Jul: 93, Aug: 92, Sep: 90, Oct: 81, Nov: 75, Dec: 70
Lowest temps (Avg not record): Jan: 5, Feb: 8, Mar: 14, Apr: 26, May: 35, Jun: 45, Jul: 48, Aug: 47, Sep: 40, Oct: 30, Nov: 18, Dec: 10
Precip: Jan: 4.9, Feb: 4.3, Mar: 5.6, Apr: 4.6, May: 5.1, Jun: 5.8, Jul: 6.1, Aug: 4.8, Sep: 4.4, Oct: 2.6, Nov: 4.6, Dec: 4.3
Snow: Jan: 5.2, Feb: 4.2, Mar: 3.8, Apr: 0.9, May: Trace [June-September None] Oct: 0.1, Nov: 1.2, Dec: 3.2
Sunshine (%): Jan: 38, Feb: 39, Mar: 43, Apr: 56, May: 61, Jun: 63, Jul: 62, Aug: 61, Sep: 60, Oct: 62, Nov: 40, Dec: 37