Down and synthetic insulation both keep you warm by trapping air, but they behave differently in the real world. Knowing the differences helps you buy a jacket that fits your climate and your habits.
Down comes from the soft undercoating of ducks and geese. It is light, compressible and long-lasting when cared for. Its weakness is moisture: wet down clumps and loses much of its insulating power, so it suits cold, dry conditions best. Treated hydrophobic down improves this, though it does not remove the issue.
Synthetic insulation is made of fine polyester fibers. It is usually heavier and bulkier for the same warmth, but it keeps working when damp, dries quicker and tends to cost less. It is a sensible choice for wet, cold climates and for hard-wearing everyday jackets.
If you mostly face dry, deep cold and want low weight, lean towards down. If you expect rain, sleet or heavy sweating, lean towards synthetic. For city winters that mix both, either can work, so let fit and features break the tie.
