I love the sound of rain at night when I'm trying to fall asleep!
Me too, droplets that have condensed from atmospheric water vapor and then becomes heavy enough to fall under gravity
Where does the water vapor come from?
From water bodies on earth, sun evaporates water, rain provides suitable conditions for many types of ecosystems
Does the rain provide any benefits for the ecosystems?
Yes, its a major component of the water cycle on earth, water is important for live, if there was no water, life would not exist 
What happens when it is so cold that the water freezes, and therefore cannot rain?
Well than it snows :D the major cause of rain production is moisture moving along three-dimensional zones of temperature