From A Wiki of Ice and Fire
The rain god is an unknown god of rain.[1] As he is mentioned in context with Storm's End and the Stormlands, he may be of the same ancient First Men pantheon as the sea god, the goddess of the wind, and Elenei.
History
When Renly Baratheon was a child, he would run laughing through the halls of Storm's End, pretending to be a dragon or a wizard or the rain god.[1]
Recent Events
A Clash of Kings
After Renly Baratheon declares himself King of Westeros and Lord of the Seven Kingdoms, Maester Cressen recalls young Renly's behavior.[1]