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How much different is the weather in Cedar Key than in Jacksonville in Feb??
The short answer is that the two are nearly the same.
Gainesville is the nearest city to Cedar Key (and it happens to lie on the route of the historic cross-Florida railroad that terminated at Cedar Key). The normal February high is 69 degrees, minimum 45, with 3.39 inches of rain (it's the dry season, but north Florida gets more winter precipitation than areas farther south).
Jacksonville is only a bit different, normal February high is 67, minimum 44, with 3.15 inches of rain. Jacksonville sometimes has its own private spells of cloudy/drizzly weather when low pressure brings moist air from the ocean. Both Jacksonville and Cedar Key can be affected by northeaster storms, the ones that form over north Florida, then move northward along the Atlantic coast.