På torsdag skal min veninde til at gå, men så begynder det at regne.

På torsdag means this coming Thursday / on Thursday.

A few useful contrasts:

• på torsdag = on Thursday, usually the upcoming one
• i torsdags = last Thursday
• om torsdagen = on Thursdays, in a habitual sense

So På torsdag is a time expression placed first in the sentence.

This is because Danish main clauses normally follow the V2 rule: the finite verb comes in the second position.

When På torsdag is placed first, the verb must come next:

• På torsdag skal min veninde ...

If you started with the subject instead, you would get:

• Min veninde skal til at gå på torsdag ...

Both are correct, but the emphasis is slightly different. Starting with På torsdag highlights the time.

Yes.

• ven = friend
• veninde = female friend

So min veninde means my female friend.

Danish often distinguishes between ven and veninde, where English usually just says friend unless the gender matters.

In this sentence, skal til at gå means something like:

• is about to leave
• is just going to go
• sometimes is about to start walking, depending on context

This is an important point: gå does not always simply mean walk. In many contexts it can mean go or leave.

Also, skal here is not just plain obligation. In this kind of sentence, it often gives a sense of something that is expected or about to happen.

So min veninde skal til at gå is best understood as my friend is about to leave.

The pattern skal til at + infinitive is a common Danish expression meaning be about to + verb or be on the point of + verb.

So:

• skal til at gå = is about to leave / is about to go
• skal til at spise = is about to eat
• skal til at arbejde = is about to start working

Here, at is the infinitive marker, like to in English.

Because begynde is commonly followed by at + infinitive.

So:

• begynde at regne = begin to rain
• begynde at tale = begin to speak
• begynde at løbe = begin to run

This is similar to English begin to ...

So the two ats in the whole sentence belong to two different constructions:

• til at gå
• begynder at regne

Again, this is the V2 rule in a main clause.

After men, the clause så begynder det at regne is still a main clause. Since så comes first, the verb begynder must come second:

• men så begynder det at regne

Not:

• men så det begynder at regne

That second version would not work as a normal main clause.

Here så means then or and then.

It shows the next event in the sequence:

• my friend is about to leave,
• then it starts raining.

Depending on context, så can also mean so, but here then is the most natural understanding.

In det begynder at regne, the word det is a dummy subject. It does not refer to a specific thing.

Danish, like English, often needs a subject in weather expressions:

• Det regner = It is raining
• Det sner = It is snowing

English does the same with it. The det here does not mean a concrete it; it is just required by the grammar.

Because begynder at regne means starts raining, not just is raining.

Compare:

• det regner = it is raining
• det begynder at regne = it starts to rain

So the sentence describes a change of situation: just as she is about to leave, the rain begins.

In this sentence, it is more natural to understand gå as leave / go.

By itself, gå often does mean walk, but in the expression gå about a person in a situation like this, it often means go off / leave.

So:

• Hun går nu = She is leaving now / She is going now

In context, min veninde skal til at gå usually means my friend is about to leave.

Yes, the verbs are in the present form, but Danish often uses present forms to talk about the future, especially when there is a time expression or a modal verb.

Here you have:

• På torsdag clearly places the event in the future
• skal also helps show that this is something expected or planned

So Danish does not need a separate future tense in the way English sometimes uses will.

Yes, that is grammatically correct.

The difference is mostly emphasis:

• På torsdag skal min veninde ... puts the time first and makes it more prominent
• Min veninde skal ... på torsdag starts with the subject instead

Both are natural Danish. The original sentence simply foregrounds Thursday.