[Evisse the Blue]

I want to point out one of the less well-known instances when weather creates a mood and makes a point in the story:

At what I consider to be 'the official beginning of the quest', namely when the hobbits start off in 'The Old Forest' chapter, Frodo is woken up with these cheerful words: 'It is half past four and very foggy." Later on, we are given a more detailed description of what looks like a truly depressing autumn morning:

The leaves of the trees were glistening, and every twig was dripping, the grass was grey with cold dew.

It was dark and damp.

The reader is felt compelled to imagine that the four companions' sense of adventure was 'at the lowest ebb', and perhaps they all wished to be in their cosy hole by the fire with the kettle just beginning to sing, like Bilbo so adequately put it.
The fog theme goes on:

They mounted, and soon they were riding off into the mist, which seemed to open reluctantly before them and close forebodingly behind them.

Can't get more obvious than this.

Why did Tolkien choose this particular gloomy atmosphere in which the four hobbits embark on the quest of their lives? Maybe it was a way to foreshadow the hardships they would endure ahead. Maybe it was a way to underline the fact that 'home is behind, the (cruel) world ahead.'