Good clothing is the main factor. When it’s horrible outside, you immediately associate it with discomfort, but it needn’t be so. You can ride in the pissing rain and find it very refreshing. If you’re well covered in waterproofs you can get a similar feeling to when you’re say, in a tent in a pissing rain. That feeling of total protection. Or when you’re in the house and the wind is howling. But you can be wet and enjoy it too, so long as you’re warm. Showers are warm and wet, and they’re good.
You’ll inevitably have some bad experiences too. But you get an extra glow afterwards for these. Additional rewards. It’s always great to sit down with some good food and a beer after a hard day on the bike, but to do it having spent the entire day pissing wet and freezing to the core, it’s pure nirvana.