Horse might don this headgear, with rain so bad (9)
I believe the answer is:
caparison
'horse might don this headgear with rain so bad' is the definition.
'caparison' can be an answer for 'headgear' (thesaurus). I am not sure about the rest of the definition.
'headgear with rain so bad' is the wordplay.
'headgear' becomes 'cap' (cap is a kind of headgear).
'with' says to put letters next to each other.
'bad' indicates an anagram.
'rain'+'so'='rainso'
'rainso' is an anagram of 'arison'.
'cap'+'arison'='CAPARISON'
Can you help me to learn more?
(Other definitions for caparison that I've seen before include "Ornamental covering over a horse's saddle or harness" , "piece of finery" , "Rich cloth laid over a warhorse" , "covering for the Shires?" , "Rich clothing" .)