On a rainy day, Blue wants to do something musical. The clues related to what Blue wants to do include a pot lid, a drum, and a marching toy, which all suggest a musical activity. Blue and Steve discover that the raindrops sound like music, and Blue decides she would like to do something musical on this rainy day. They play Blue's Clues to figure out what exactly Blue wants to do.

In another interpretation from "Blue's Clues & You!", Blue wants to play outside in the rain with rain boots, jumping in puddles and enjoying the rainy day with appropriate rain clothes.

So overall, Blue either wants to engage in musical play inspired by the rain sounds or wants to happily play outside in the rain with rain boots, depending on the specific episode or version.