On my first day on the W Trek I was rained on three times, snowed on once, and sunburned across the bridge of my nose. It was 12 degrees at 8 a.m., 2 degrees at 11 a.m., and somehow 19 degrees by 3 p.m. This is not an anecdote; this is a normal Patagonian Tuesday, and you cannot plan around it. You can only prepare.
The wind is the thing you remember. It comes off the Southern Patagonian Ice Field with nothing to slow it down — no trees, no cities, no topography to speak of until it hits you — and it can carry small stones. A 60 km/h gust is a normal afternoon; 100 km/h is not unusual. There are days when the refugio staff close the trail because the wind has, literally, become a safety hazard.
Read the clouds, not the forecast
Weather forecasts for Torres del Paine are, politely, directional at best. What you learn to do instead is read the sky five minutes ahead. If the cloud cap on Cerro Paine Grande is rising, the weather is improving. If it's lowering, you have about fifteen minutes before the temperature drops and the rain starts. This sounds like folklore; it is in fact a reliable heuristic the guides will teach you if you ask.
Bring shell pants and a real hard shell jacket. A poncho will not work. A waterproof pack cover is not optional. Two pairs of gloves — one liner, one shell. A buff. Proper boots broken in months before you arrive. You will wear all of it on the same afternoon, often in the same hour, and you will be grateful for every piece.