Despite expecting a top of 25 degrees on Friday, the Bureau of Meteorology's Helen Reid said NSW residents would be hit by a "quick burst of winter" as a cold front moves through the state.

She said temperatures may drop more than 4-8 degrees below average and it will feel colder than expected on Friday and Saturday.

"This one is moving through very quickly - come Monday you'll be opening up your windows to sunny skies," Ms Reid said on Thursday.

"It's a very quick burst of winter (but) it's not going to be hanging around for very long ... then we'll be able to pretend it's spring again."

Thunderstorms are possible in the southern half of NSW on Friday and could produce small hail, according to the BoM.

Snow could fall to low-lying levels including Oberon, Orange, Crookwell, the ACT ranges and possibly Barrington Tops overnight on Friday.

Blizzards are possible in the Alpine regions and across the weekend there could be up to 60cm of snow in the Snowy Mountains.

"Do be careful as you're travelling - roads could become quite icy and might even be closed, depending on how much snow falls," Ms Reid said.

Meanwhile, the first fire weather warning of the season has been issued in NSW, as some northern regions are likely to have heightened fire danger ratings on Friday.

Australian Associated Press