I should start by saying I'm pretty inexperienced at trad climbing, but rydra_wong
suggested that a newbie's thoughts on the subject might be interesting anyway, so here we go.
I've been climbing indoors on and off for a number of years now, and after a hiatus of several years started going on an approximately-weekly basis again back in May. I'm not a particularly accomplished climber, but I'm reasonably competent, and S and I decided that some outdoor climbing might be fun. After a weekend with an instructor, and an eye-popping amount spent on toys, we went to Wales. We spent Saturday playing around on Tryfan Fach
, which is a common spot for people learning to climb outside, and even the hardest route we tried, Mossy Slab
felt very comfortable. Thus emboldened, we tried the rather more committing 4-pitch Sub-Cneifion Rib
on Sunday. VDiff ought to be several grades easier than what I climb inside, but there were still a few "moments", particularly on the exposed fourth pitch. I was very pleased to make it to the top having lead all four pitches cleanly, perhaps even more so when I gathered that the pair following us up had given up on the fourth pitch entirely!
So, what's trad like if you've climbed indoors? Well, the first thing you notice is quite how much ironmongery you have to carry around the place. Particularly if you like mountain routes, there will often be a fair walk to get to the crag, and you have to carry a rope or two, helmets, harnesses, climbing shoes, your rack, waterproofs, map, guidebooks, etc. There are plenty of roadside crags, though! Secondly, you have to find your route. These days, guidebooks have pretty good "topos", which are big photographs of the rockface with the various routes marked on them, but it still requires a bit of thought to work out where any particular route starts (and, indeed, where it heads from that start). If you're used to nicely colour-coded routes with quick-draws ready to clip into, it's a bit of a culture shock! The flip-side of this, though, is that anything goes - as you climb the rock, you can use whatever features of the face suit your climbing style, and there's something deeply satisfying about that; it makes you notice geology, too, the different facets of a face, different rock types, and so on. Thirdly, you have to place your own protection. This involves, as leader, finding fissures in the rock into which you can place nuts
, and then not falling off while placing the gear and clipping the rope into it. On multi-pitch routes you also have to construct belays (on quite good ledges at easy grades, less so with the harder routes).
While self-placed protection can and should be almost as safe as the quickdraws in a climbing wall, convincing your subconscious of this can be tricky! Also, there's an ethic with trad climbing that the best sort of an ascent is a "clean" one - ie one where you don't have rely on your rope and protection. This means that for most people, you're climbing routes that would feel pretty easy if you did the equivalent inside. It doesn't always feel that way, though, particularly on the more exposed bit of a climb, when it can seem like you're above an awfully long drop!
What you do get trad climbing is to spend time on mountainsides in very pretty countryside. Belay ledges afford pretty awesome views, and you have time to appreciate them, too! It's hard to describe, but it's like being part of a near-vertical face of the hill - you can look down and think "wow, I came up here", and it feels like a proper adventure. There's a focused self-reliance, too. Don't listen to my witterings, though - go and try it for yourself when the weather improves again :-)
 if you're a member of a climbing club, or know people who already climb trad, they may well be able to lend you gear
 The chart at http://en.wikipedia.org/wiki/Grade_(climbing
) is pretty good