There is no golden formula about weather, like rain, can be contributing to your game or actually be annoying. It really depends on when or how they are used and the situation within the game as a whole.
For example, in Final Fantasy IX you have to pass through Burmecia, the realm of eternal rain. That nickname alone seems to justify the town being in the rain, right? Well not really. It's because when you arrive there the town has been destroyed and most of its inhabitants who could not get away being murdered that the rain actually contributed to make the scene more grim, setting just the perfect atmosphere. If you had visited the town in its glory days the rain would even with the nickname "realm of eternal rain" be rather annoying and could also have caused to set the wrong mood. The game developers KNEW what they were doing when making Burmecia the town where it always rains.
Now Burmecia is a place where the rain has been put on prominently. In Jazz Jackrabbit the world of Medivo is a world where it also rains all the time, but as a player you may hardly notice unless you pay good attention to the details the level designer used to make the levels look more interesting (which is always a challenge in 2D sideview jump 'n run games, in other words action platformers) The building you must go through does feature some windows allowing you to see the rain and it does make the levels look better, but it's more cosmetic and hardly contributes to the game experience altogether. Now I must also note that Jazz Jackrabbit used a palette cycle loop for this, a technique very common for MS-DOS games using VGA, as it saved a lot of RAM and CPU power back then.
Now when I look at your game, the rain does set a darker atmosphere, and I hope that is what you tried to achieve, as I cannot make that out from a short clip (and I also don't understand the Spanish language, which doesn't help either). The way it's implemented works for me, especially having the rain sound in the background.
When it comes to fog, I would only add it if that really is important for the game's atmosphere, since fog blurs the player's vision and that's quite often the most important thing in a game. I'm not recommending against it, but if you use that effect, be at least sure of what you are doing.