Is the cost of living near Seattle Wa really that much more than other places?

We are considering moving to the Seattle area from Minneapolis MN. People are telling us the cost of living is so much more out there than here(or anywhere really). What do they mean by this exactly? We are going to rent and found many apt in Seattle that are way cheaper than here, milk is about the same, restaurants are about the same, so what is meant by cost of living is higher? What is included in this higher cost of living?