Frederick is about the same as New Jersey in the winter as far as temps. It's in the foothills (I refuse to call anything on the East Coast a mountain!) so pretty chilly. Most of our leaves have already fallen so don't expect pretty colors.
As for things to do, yes, it has antique stores and general shopping (outlet mall closer to Hagerstown). It also has a small historic downtown area. It is rich in Revolutionary and Civil War history. Both Antietam and Monocacy Battlefields are nearby. I volunteered at both for several years. Antietam is one of the most pristine in the nation. It's a relatively small town but highly trafficked.
If you approach it from I-70 near Baltimore, there is a nice little antique rich town on the way there called New Market. A one-street pass-through just off the interstate that is a fun stroll for a few blocks.
Hope that helps.