No hurricanes, monsoons or temperamental volcanos here but the Midwest has a few seasonal nasties that are good to be aware of.
Severe storms are not uncommon and can produce strong winds, heavy rain and hail. The worst of them can produce tornados that, while short-lived and often narrow in scope, can do horrific damage to people and property. Anyone familiar with the Joplin, Missouri tornado of 2011 knows what I mean. These most often occur in late spring/early summer but can happen in any of the warmer months.
Keep an eye on the sky and if it looks greenish and/or threatening, stay tuned to local weather news; a tornado watch means conditions are ripe for formation, and a warning means one has been sighted. Sirens are usually activated in towns and cities in the path, and you should take cover IMMEDIATELY if you hear one: get to a sub-level or ground floor, interior hallway and/or concrete stairwell, and stay away from windows. If none of that is available, crawl into a tub or shower in the bathroom or under something heavy - like a table - and protect yourself with pillows, a mattress or blankets. If you're on the road, pull over and crawl into a deep ditch or dry culvert if you see one coming your way. Whatever you do, do NOT try to outrun these or stop under highway underpasses; those act as wind tunnels and are really dangerous places to be.
Other storms producing hail, wind, lightning and torrential rain are usually only a threat if you're caught outdoors. If a storm with lighting is approaching, get off the water, golf course or camp ground and into/under nearby shelter; don't stand under trees. If driving in heavy rain, reduce speed or pull over until the worst passes and visibility improves.
Very heavy rain can produce flash floods; never drive through any flooded road where you cannot clearly see how deep the water is, across flooded bridges, or through any water in your path that is fast-flowing.
Blizzard conditions and ice storms can make driving difficult to downright deadly. Again, keep an ear to the weather report for possible threats and make alternate plans if it looks like a big one is coming. It's good to have an emergency kit handy for winter road trips with candles, blanket, snacks, AM/FM radio, small shovel, scraper, flashlight, water and jumper cables. Obviously, these don't come with rentals so if you're in the path of a winter storm with a leased vehicle, either choose to stay put or leave early if there's time to outrun it. If stranded in one on the road, stay with your car and try to contact help - don't try to get to safety on foot.
Most people already know Minnesota is the nation's icebox, but you can check out Weather Underground and see if the weather is going for or against you. This site was responsible for my discovery of VT by the way.
If you visit in the winter the city takes on a special beauty, but make sure you have plenty of warm clothes, because temperatures can drop as low as -35F (-37C)! Throw in the wind chill and you might chip an eyebrow!!
Mainly winter, as blizzards are possible (although not very common) anytime between late November and late March. Snow & ice can seriously interrupt any travel plans entering/leaving the Twin Cities. Give yourself an extra day just in case. Spring is also very changeable, with April temps ranging anywhere from 20 F to 80 F. Be prepared to dress warm from October to April, and bring raingear during the summer.
Don't fall asleep in a snowdrift!
That's me in the picture making a snow angel, but when I was that age, my mom says I was more of a little devil.