There are three important factors to keep in mind while painting a character caught in a rain storm: the atmosphere in the image, the effect of water on a body, and how the water drops create an opaque halo around the subject.
A cloudy sky turns the scene dark, and the few rays of light that filter through them will be dim and cold-looking. So it's appropriate to choose cool and unsaturated colours, and adjust the light level depending on the time of day in the image. The character's skin, hair and clothing will be strongly influenced by the atmosphere in the artwork and this will sell the image to the viewer.
To simulate the wet effect on the skin you should use a very bright colour with your brush strokes, which indicates that the water is reflecting light. Next, paint a foggy, indistinct area where the rain hits the character. You could also add a few little light touches to paint drops that bounce off the character.
Although the background is relatively simple, it's crucial for determining my character's environment. In this case it's a seascape, which is stormy, dark, grey and foggy. ...