Gregor then turned to look out the window at the dull weather. Drops of rain could be heard hitting the pane, which made him feel quite sad.

This sentence foreshadows Gregor's change, and the reality of his change. We can sense that Gregor is not himself... somehow depressed. The rain on the window pane, which makes him sad, and the fact that he wants nothing more than to roll over and go back to sleep is something out of the ordinary.