The Arthurian knight in plate mail, jousting on his horse, is the classic image of a medieval knight, but is totally inaccurate.  Armor has evolved over time and that plate mailed knight was a relatively late development in the evolution of warfare.

Dark Age warriors wore a range of leather and chain mail armor, properly referred to as simply ‘mail’.  This was standard for the next five hundred years, until the gradual shift to plate mail during the fourteenth century, particularly for high status warriors.

From: http://historymedren.about.com/library/weekly/aa041500a.htm

“The construction of mail was begun by hammering a sheet of metal very thin and flat. The sheet would then be cut into narrow strips, and each strip would be wound around an iron mandrel or rod. (Later, when the technique of drawing wire was developed, soft iron wire would be used instead.) The wound wire or strips would be sliced along the rod, possibly through the simple use of a cold chisel or saw. The result of each cutting would be a handful of open rings.

To make mail, the armorer would join one ring to four or six others, and join each of these to a total of four or six links, and so on, until he had “woven” his metal fabric to the desired size. The number of rings used in each linking would vary depending on how the armorer wished to shape his garment. As you might guess, mail that linked each ring to six others was much denser than mail that used only four. For particularly effective armor, two links were used for every link in ordinary mail; the result was called “double mail” and, of course, weighed twice as much.

Even single mail required thousands of links in order to create a basic coat of armor.  To keep the joined rings together, the armorer would rivet each link closed. This was done by first flattening the open ends of the ring, punching a hole in each flattened end, and inserting a rivet through both holes. Although some mail had welded rings, the majority of the mail armor that survives from medieval Europe is riveted. Mail could be strengthened by including in the design a series of rings that had been punched from a sheet of metal instead of having been wound, cut and closed. Punched links had no “weak spot,” and the use of them in the mail made the armor less likely to be breached.”

Mail is very flexible (which meant that while it was effective against slashes and thrusts from swords, was far less so against forceful blows), and relatively light, with a hauberk weighing roughly twenty pounds.  Plate is heavier, more like 45 pounds for a full suit, but with more evenly distributed weight.  When properly fitted, a knight could move easily and fully in either mail or plate.

My son has a book which states that the weight of their armor was so great, medieval knights needed help climbing on their horses.  This is patently untrue, at least in warfare, the possible exception being tournament armor which was specifically designed to withstand the force of a jousting lance.