They have all 4 seasons. They usually have one good freeze a year- one to three weeks of snow or ice and cold, but other than that the winter is pretty mild. You won't need Minnesota worthy gear, but you will need boots, a coat, gloves and a hat or ear warmers.
It is humid in the summer, though, so short sleeved shirts are nice to have.
There are a few walking areas (like right in Bentonville), but most areas have a car. You still do a fair bit of walking because there are mile limits. You park the car and walk to places close by.
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Serve shirts have a ventilation panel in the side of the shirt making them noticeably more breathable. Missionaries serving in hot or humid places absolutely RAVE about this feature. The most popular shirt for hot-climate missions, for sure.