There were no taxis on the street so, although it was raining, I started walking in the rain.

although 是连词，意思是"尽管、虽然"，用来引导让步状语从句，表示虽然存在某种情况，但主句的动作仍然发生。在这里表示"虽然在下雨，但我仍然开始步行"这个让步关系。