Down sleeping bags provide super lightweight insulation, making them ideal for backpacking and expeditions when you need to keep weight to an absolute minimum. Down bags are available in a few different fill powers, which essentially dictates how warm the sleeping bag will be. The higher the fill power, the warmer the bag, usually. But you're going to want to keep an eye on any sleeping bag's temperature rating. Trust me, you don't want to get caught in 20 degree weather with a bag rated at 35 degrees.
Down sleeping bags definitely have their benefits: lightweight, long lasting, packable, warm. But they also have a downside here or there. Down loses some of its insulating properties when it gets damp, so, you know, you can't sleep in the rain in a down sleeping bag. If you can keep your sleeping bag dry, a down bag is probably the way to go. While they may cost a little more, down sleeping bags retain their loft longer than synthetic ones, meaning a down bag will last you longer than synthetic.
There are a bunch of factors that can affect how warm of a bag you really need like your baselayers, sleeping pad, gender, and just your general body coldness. Essentially, the temperature rating, based on the EN (European Norm) Test. The rating for any down sleeping bag is going to be in the lower limit of the EN rating, so you'll want to choose a bag that's rated lower than you think you'll need. If nights get down to 45, maybe choose a 35 degree bag. If you're sleeping in 0 degree temperatures, you might want to go with a -20 degree bag. You can always vent a bag a bit, but you can't add extra insulation. Keep that in mind.
If you're trying to choose a sleeping bag, check out this sleeping bag buying guide
that I wrote.