The idea of climate has both statistical and social foundations. Both of these dimensions of climate change over time: climate, as defined by meteorological statistics, changes for both natural and anthropogenic reasons; and our expectations of future climate also change, as cultures, societies and knowledge evolves. This paper explores the interactions between these different expressions of climate change by focusing on the idea of 'normal' climates defined by statistics. We show how this idea came into being in meteorological circles and then review how this idea of climatic normality gets entangled with cultural and psychological processes. Using data from historical and predicted climates in the UK, we illustrate the significance of choosing different baseline 'normals' for retrospective and prospective interpretations of climate change. Since the choice of these statistical 'normals' reflects cultural, political and psychological preferences and practices as much as scientific ones, we argue that expectations of the climatic future are influenced by social as well as statistical norms. Seeing climate as co-constructed between the psycho-cultural constraints of society and the physical constraints of the material world offers a different way of thinking about the instabilities of climate and the ways we adapt to them.