Western wind, when will thou blow?
The small rain down can rain.
Christ, if my love were in my arms,
And I in my bed again!

Anonymous; British Library Royal Appendix 58 c. Early Sixteenth Century

This is an anonymous lyric, from the early 16th century (c. 1530). It's extant in a single manuscript that's mostly a collection of musical pieces for lute. The poem was used by a number of sixteenth century English composers, most notably Thomas Tallis, Richard Taverner and Christopher Tye as the counter text in the Mass, under the less than surprising title of the Western Wind Mass. This is one of the first poems that grabbed my attention as This Is Important when I was teenager reading my father's old copy of the Oxford Book of English Poetry. It seem so very simple, a tiny four-line love lyric, though a particularly English one, given its reference to rain. It captures the feeling of love-in-absence, the emotional state of the lover longing for the presence of the beloved, the comforts of home and a familiar and shared bed. I like the way the poem uses repetition in the second line, drawing our attention to the phrase "The small rain down can rain"—first, notice the way the line catches the ear and eye with the repetition of "rain," as both verb and noun, and the way the meter emphasizes the words as if they were themselves falling rain. It's a particularly English phrase as well, referring both to the constant steady fall of micro drops that are almost more like mist than rain, and to "a little rain," where "small" refers to quantity rather than the size of the drops. The phrase "the small rain" is one with an ancient history, too. Here's the entry from the OED for the phrase. You'll notice that there's some substition of letters like edh and ygh for eth and yogh, letters no longer used in English.

Small rain III. 10. a. Composed of fine or minute particles, drops, etc. In later use chiefly of rain.

c897 K. AELFRED Gregory's Past. C. lvii. 437 Swiðe lytle beoð ða dropan ðaes smalan renes, ac hi wyrceað ðeah swiðe micel flod. c1000 Sax. Leechd.

1649 WINTHROP New Eng. (1853) I. 209 The Rebecka,..two days before, was frozen twenty miles up the river; but a small rain falling set her free. 1676 WOOD Jrnl. in Acc. Sev. Late Voy. I. (1694) 177 Thick Fogs with small Rain. 1727 A. HAMILTON New Acc. E. Indies I. xxii. 262 A small Rain happened to fall that damped my Powder. 1823 SCOTT Quentin D. i, Heaven, who works by the tempest as well as by the soft small rain (OED small, a. and n.2 III.10.a).

The same phrase is used in the King James 1611 Bible, in Deuteronomy 32:2

My doctrine shall drop as the rain, my speech shall distil as the dew, as the small rain upon the tender herb, and as the showers upon the grass

The date of the King James translation is too late to have been directly related to "Western Wind," but it does show the use of the phrase. In English custom, and poetry, the Western wind is the wind of spring; see for instance Robert Herrick's short lyric, "To the Western Wind," perhaps inspired by this one also treats the west wind as a gentle wind that brings rain. John Masefield does something similar in his "The West Wind." The spring opening of Chaucer's Prologue to The Canterbury Tales summons the west wind by name, in his invocation of Zephyru, the Greek god associated with the west wind and spring. Percy Byshe Shelley's poem "Ode to the West Wind" has a similar association between the western wind and rain—but in Shelley's poem the wind is associated with autumn, and Italy.

In this poem, notice that the narrater—who could be male or female, we don't know—says, somewhat urgently, or perhaps plaintively, "when" will the small rain come? It reminds me very much of the moment when the barometric pressure changes, just before the rain comes, and it's suggestive of the speaker's own state of mind.