In winter, especially the coldest month i.e. January, be sure to pack warm clothes, gloves, and a hat - but beware, not one that is prone to being blown off your head by the wind -
Have no fear, the sun does shine, and it is marginally warmer than some parts of England, but never-the-less the tourist spots are less crowded.
Camping/Beach/Outdoor Gear: no campsites on Malta
Clothing/Shoes/Weather Gear: If you go to Valletta in winter, don't forget an umbrella and a warm jacket, because winds may be strong. At the same time don't forget a bathing suit, because there is a chance to sunbathe.