Learn Dutch: We wandelen in het slechte weer.

In Dutch, an adjective placed before a noun usually gets an -e added to it. Because slecht (bad) comes directly before the noun weer (weather), it becomes slechte.

I thought adjectives for het words do not get an -e. Why is it het slechte weer?

That rule only applies when a het word is indefinite! You only drop the -e if you use een (a/an), geen (no), or no article at all. For example, "bad weather" in general is just slecht weer. But as soon as you use the definite article het (the), the adjective follows the normal rule and takes an -e, making it het slechte weer.

Could I use lopen instead of wandelen?

You could, but they have a slightly different feeling. Wandelen specifically means to go for a walk or a stroll, usually for pleasure or leisure. Lopen is the general physical action of walking (and can even mean running). By using wandelen, the sentence paints a picture of actively going out for a stroll despite the bad weather!

Why use we instead of wij?