The door to the cave is directly north of where you start after exiting the portal. Theres a switch nearby to open the door and turn on the torches. Grats on finding luna, most people skip here or don't find her haha. The rain being frequent is actually a lore thing. The world you are in is "in darkness" to b e cliche about it, but with that, comes rain that seems to almost never let up. You get a hint of that, through an npc that's not far from where you were. All things about the world and lore are found through NPC dialogue, or lore books that can be found. Thank you for playing the game and giving some feedback! The game is far from done and my big update coming in a month addresses some of the issues you have here. (also, the bomb you find, is to help against the golem, as it is a fire bomb and the golem is weak to the fire) But it's not stated in game what it's used for. I left it up to the player to figure out it can go against the golem.)