It rained the day she was born, in the chicken coop at the Burrow. When her mom went outside into the rain in the middle of the labor, Lily, only half-born, stopped crying.
It rained as she took her first step, not into the house with Victoire, Teddy, and Dominique, but out into the rain to twirl and leap like a professional dancer, and not a 7-months-old child who had just taken her first step.
It rained at her first birthday, and she danced for everybody there, all the Weasley/Potters, Teddy, Andromeda, everybody from the DA who had survived, and their families. All 70-something of them stared in wonder at the toddler with the grace of someone who was both much older and a Veela. Wonder soon dissolved into wetness, but Lily kept dancing, and only one of them noticed. Padma Patil looked at the child, and she knew. Not many others did, but she knew.
It rained the day she started taking lessons in dance. The dance instructors of Godric's Hollow Dance Central moved her up from the three- year old class, and up again, until her mother said enough was enough and told them to leave her with the seven-year-olds or teach her privately. Private lessons began a week later for Lily, and she became Madame Ophelia's prodigy.
It rained the day James left for Hogwarts, and when they came back home, for the first time in her life Lily had only one brother, protector, and enemy, so she ran to her clearing and danced her grief and feelings of abandonment away.
It rained the day she left home for the first time to travel to a dance fair with her dance company. But she wasn't lonely, or abandoned, because she was seven, and the baby of the company, and all the older girls talked to her about things, and did her nails, and braided her hair, and it was like living for a week with twelve older sisters who loved you and babied you, so Lily was not lonely at all.
It rained the day she got her wand, and when Mr. Ollivander handed her a rare driftwood-with-hair-of-mermaid stick and she waved it, water, not the normal sparks, but water came out, and Mr. Ollivander fainted. When he was revived he told Lily "Listen to the people who tell you that you have great but strange power, find the others and choose. This is a good wand. I would not wish it on you, but the wand chooses the wizard and so it is." Then he looked at her mother. "This one will not be constrained."
It rained the day she realizes that she doesn't have to be the same as her parents, brothers, or anyone else. And then Lily found new role models, ones that are more her, and got new ambitions: potions career or working with the Merpeople. And she danced.
It rained when she dances for herself, and fun, but people watch anyway, entirely by accident. She went to Hogsmeade, and there, dancing in the rain, she realizes she has friends and family who care about her for her. Her family may not be normal, and they may not be blood related, but the Sisters run deeper than that. And she knows. So she dances.