Completing the Cole's Legacy missions will unlock Cole's jacket for Delsin to wear, and according to the PlayStation Blog, will only be available to those who pre-order. "[Cole's Legacy] won't be available for purchase when inFamous: Second Son launches. It's only available through these offers here," the website states.
The Collector's Edition of the game also comes with some physical goodies, including pins (that sounds familiar), a patch, vinyl decals and a replica of Delsin's beanie. Coupled with Aiden Pearce's vigilante mask from the Watch Dogs Limited Edition, you should be able to stay plenty warm next year.