The initial method Hughes uses to create this oppressive atmosphere is his depiction of the weather. The man...
The atmosphere of "The Rain Horse" by Ted Hughes is, indeed, rather gloomy and dark, even mysterious. Hughes begins to set this particular stage even in the very first sentence.
The initial method Hughes uses to create this oppressive atmosphere is his depiction of the weather. The man (the unnamed protagonist) is met with a "thin blowing of rain" which will soon turn into a downpour. He surveys the muddy ground below and "now there was a raw, flapping wetness in the air that would be downpour again at any minute." The rain, consistently symbolic of gloom and depression, is a continuous presence in the story. While a spring rain might be refreshing, a consistent downpour is oppressive and often serves to distort reality in some way. This rain also sets up a conflict between man and nature, adding to the dark and oppressive atmosphere.
Hughes continues this atmosphere by the emotions he gives to the man. At times he "felt nothing but the dullness of feeling nothing." At other times he feels as if anxieties are swarming him, and then "[a] wave of anger went over him: anger against himself...and anger against the land." These mixed emotions, none of them positive, also serve to increase the dramatic tension of the story.
The terrain is also part of the specific atmosphere Hughes is trying to create.
Now the valley lay sunken in front of him, utterly deserted, shallow, bare fields, black and sodden as the bed of an ancient lake after the weeks of rain.
This depiction of a barren, black terrain suits the gloomy and rather mysterious tone of the piece. Even more, it sets up the idea of the unnatural which is to come. We know that a lake bed is supposed to hold a lake and fields are not generally supposed to be bare; this land, though, is not able to do what it was designed to do--a foreshadowing of the horse and his unnatural behavior which is to come.
Finally, Hughes does an effective job of creating this atmosphere of mystery, gloom, and darkness is his first description of the horse. We already see that the man is set up in opposition to nature in the form of the weather and the terrain. Now we meet the next form of nature which is likely to present some opposition to the man: the horse. The first description we get of the running horse is this:
It seemed to be running on its toes like a cat, like a dog up to no good.
Again, this is not the natural behavior of a horse, and this is one more unnatural element which contributes to the already threatening atmosphere of the story. Though we do not know exactly what is in store for this unnamed man, we know that it is not going to be good because he is already distraught, and now everything he meets (weather, terrain, horse) is in some kind of opposition to him.