Questions & Answers about Malgraŭ la pluvo ni marŝis al la akvofalo.
Because malgraŭ is a preposition meaning despite / in spite of, and it introduces the circumstance being contrasted with the main action.
So the sentence is structured like:
Malgraŭ la pluvo = despite the rain
ni marŝis al la akvofalo = we walked to the waterfall
You could also move that phrase:
Ni marŝis al la akvofalo malgraŭ la pluvo.
That would still be correct. Putting malgraŭ la pluvo first gives it a little more emphasis.
La is used because this is understood as a specific rain situation—the rain that was happening at that time.
So la pluvo here means something like the rain / the rainy weather we were dealing with.
Without la, pluvo would sound more general or less tied to a specific situation. In this sentence, la pluvo is the most natural choice.