In the opening stage directions, Ibsen establishes a big wall of glass through which a "gloomy fjord landscape" is visible. The rain never stops. It particularly oppresses Oswald, who complains that it keeps him from thinking and walking. He drinks in order to deal with it.
What's all this rain about? Of course it adds theatrically to the grim atmosphere of the play and gives a lighting designer something fun to play with. But it also could be interpreted as a symbolic expression of the oppressive atmosphere Mrs. Alving has created. In her iron willed determination to bury her husband's memory, she doesn't want truth – traditionally represented by the sun – anywhere near this house. And isn't it interesting that once she accepts and acknowledges the truth of her life with her husband and her son, the sun breaks into the room.