Bad weather is „schlechtes Wetter“, and the bad cold you catch because of it “eine schlimme Erkältung”. “Schlecht” is a value judgement, “schlimm” talks about the possibly serious consequences of a situation:““Not bad” is “nicht schlecht”, but “Das ist nicht schlimm” means “No big deal” or “no real harm done”. Your German or your English is bad “schlecht”) ? No big deal! (“Das ist nicht schlimm!”) Just keep communicating! Sometimes, when you try to avoid bad mistakes (“schlimme Fehler”) you make matters worse (“schlimmer”). Actually, the German language has a lovely word for making matters worse by trying to improve them: “verschlimmbessern!”