Yes, had there not been atmosphere around the earth, the rain fall must have been very dangerous for us. The atmosphere around the earth is like helmet. See the simple example to show this.
Assume the rain to be falling from the clouds from a height, 1000 m i.e 1 K.M. Velocity on reaching the ground will be v2.g.h = v2 x 9.8 x 1000 = 140 m/s = nearly 450 KMPH which is the speed of a bullet train. If each drop strikes us with this velocity probably every body must have died longback
This is not happening because the air molecules around us produce retardation for the rain drops and make them attain bearable low velocity called terminal velocity. Parachutist also lands safely without hurting himself, based on this principle. If air molecules are absent, it makes no difference whether he wears a parachute or not. Is it not .