Sep 29, 2015 - 9:15 AM
Welcome to MySwissAlps deepakgh!
The St. Moritz area would be a wonderful region to explore. If you prefer smaller towns you may like nearby Samedan, Celerina and Pontresina. Zermatt, on the other end of the Glacier Express line, is stunning too. I'd suggest to first find one or two towns to stay, and then open a new thread for hotel suggestions (include dates, budget, preferred location, etc.).
The towns mentioned above are located in a high altitude so indeed chilly if you're not used to that. But whether it will be cloudy, rainy or sunny is too early to tell. If you watch the forecast a few days ahead you'll get an idea. Watch it again the prior evening to be sure and adapt your plans if necessary.
There will be daylight from around 8 AM to 6:30 PM, so still plenty of time to explore.
I hope this gets you started!