Questions & Answers about Мне жалко, что ты промок под дождём.
Because this is an impersonal construction in Russian.
- мне is the dative case of я
- жалко is a predicative word meaning something like it is sad / I feel sorry / I feel bad
So Мне жалко literally works more like:
- To me, it is sad
- or I feel sorry
Russian often uses this kind of structure for feelings and states:
- Мне холодно = I am cold
- Мне грустно = I am sad
- Мне жалко = I feel sorry / I feel bad
So мне is exactly what Russian grammar expects here.