As with most things, I think the answer to weather's role is variable. In most games it can be relegated to tone or set dressing. If the session takes place on a down beat, heavy rains can drive that home. On an up beat, sunshine and gentle breezes and all that jazz. Sometimes weather plays a more significant part in the game, though.
For example, right now I'm running a high seas pirate campaign. I've used weather to set the tone and dress up some encounters, but it also plays an important part in the mechanics of the game. The shifting wind has let the PCs reach a destination faster than anticipated, but it's also caused them to show up too late. Heavy rain has prevented fire from catching or consuming ships. Fog has concealed enemy ships that the PCs would have spotted far off on a clear day. Storms bring lashing rains and white-capped waves that wash the pitching deck.
You get the idea. Weather is important in my game because it impacts the ability of the PCs to act and changes the kinds of things that can happen in the game. I wouldn't be anywhere near so specific in most games.
There are lots of methods for choosing weather in games. Plenty of games have random weather tables, there are random weather generators all over the place online (some with rules for certain systems), but my method is pretty bare-bones and simple because I'm lazy.
I run through a quick series of operations I run through during this game when it comes to the weather. This isn't something I consciously sit down to do; I'm just identifying the steps as I recognize them.
- Ask if it matters. If the weather doesn't matter to the scene or session, I probably don't bother with it unless a player asks me about it.
- If it matters, ask how much. Basically, how much would severe weather aid the players or screw them. If I decide I want to put the players on the back foot and ramp up the challenge of a session, I'll pick something appropriately severe to throw at them.
- Roll a die. If I'm not picky about how much effect the weather would have, or if I'm trying to reflect the shift of weather over time, periodically I'll roll a die. There's no table or anything fancy. Low rolls mean that the weather is at the low end of severity that's appropriate for the season and region (light snowfall in northern mountains, light rain in springtime, whatever). If the roll is high, it's a nastier bout of weather (heavy blizzard, gale force winds, again whatever).
- Choose the effect. Many games have rules for the outcome of different types of storm or blizzard. Look it up or choose an appropriate effect for your game.
- WRITE IT DOWN. I always forget weather scene to scene. If I don't leave myself a big note by where I'm tracking initiative I don't include its effects. I'll write an Initiative 0 slot named WEATHER: [TYPE] at the top of my sheet.
- Naval games only: roll a d12. I'm not a big fan of d12s, but they work fine for the task of determining the prevailing direction of wind. I'm lazy, so I use clock directions with 12 o'clock as north. If I wanted to get clever about it I'd figure out which direction the wind would tend to blow in a region, call that direction "7" and roll 2d6 instead, since results would weight toward the normal direction and deviate from that point. It's an adaptation of a clever rule I've stolen from David 'DC' Carl that I'd like to try out.
In the naval game, I'll roll for a wind direction at the start of a naval encounter and draw a little arrow next to the weather note to remind myself. I'll only roll again if it feels like a dramatically appropriate moment, or if the players are taking too long to determine what they're doing as a means of shaking things up.
That's really it for this topic. You can see from my mental checklist that most of the time I'll just leave the weather alone until a player makes it significant, and then I'll pick something that I think feels right. Rolling dice isn't needed, but can provide unexpected results that force you to improvise.

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