You do realise that Europe is an entire continent, not a single location? There are places in Europe, eg. southern Spain or Italy, where September is still very much (late) summer. Meanwhile above the Arctic circle (especially inland, away from the Atlantic coast) it will be distinctly autumnal, with night-time temperatures probably below freezing and possibly getting some early snowfall.
Also, September being one of the 'change months' in European seasonal weather patterns, there can be quite a difference between early September (usually warm and 'summery' in most of central and southern Europe at least), and late September (often cooler and possibly rainier pretty much everywhere apart from the far south).
To say nothing of the fact that 'more on the cold side' is quite a subjective, as well as imprecise, concept, so it's hard for anyone to quantify what exactly you mean by 'cold' vs. 'warm', and 'like more on the cold side'.
If you want meaningful answers, you need to be asking a bit better-defined questions....
Where in Europe?
Southern Italy is much different from Finland in terms of climate.
Where in Europe, it's a big place?
yes there is autumn season in September but also it's great to visit in September there.
