First, let's define microclimate. As the name suggests, it is the climate of a small area that usually differs from the surrounding region.
(1) One thing that can create a microclimate is a city. Because a city has lots of sidewalks, streets, parking lots, and paved areas, it absorbs a lot of heat energy from the Sun during the day. At night, it releases this energy to the surroundings. A city may be several degrees warmer than the surrounding countryside.
(2) Another thing that can create a microclimate is slope. Consider snow-covered hills in North America in winter. Typically, the snow facing the Sun (south-facing) will melt while the snow facing away from the Sun (north-facing) will melt at a much slower pace and may still be there even when there's no more snow on the south slope.
(3) Another thing that can create a microclimate is a large body of water. During the day, water absorbs heat energy from the Sun. At night, it releases this energy to the surroundings. Locations near this body of water will be warmer at night than locations farther away.