I read it rather clearly as depression but I guess external hardship makes more sense? It is pretty vague so I think any reading is valid, but it never occurred to me that it could be anything but SAD.

Like the cat is their companion, it looks out for them. The person is dreading the upcoming season (symbolised by the changing of the weather), the cat (stand-in for emotional support) acknowledges this, at the same time tells the person they're not alone (hence using "we") and that whatever is ahead the cat shares in the highs and the lows.

Or that the cat is the persons imagination, I try to look at my psyche from the outside like this when I know my rational side is not getting a word in edgewise because my emotional side is taking up all the space.