I lived there for a while (and also for a while close by in Belgium (Arlon) and Germany (Trier)).....Well this is close to the Ardennes and the weather is also quite similar to the Ardennes.... The wines are more like the German wines......not really like a good old St Émilion.....
And if in Luxembourg city, then it is terribly expensive to live there - except you work in the financial sector or in the EU....
Best if of course to speak "Lëtzebuergesch" as it does make a BIG difference in your life there.....
I do however the region of Arlon for example....Not really the best weather but nice people and good food.