Tzeentch laughs at likely
Join Date: Dec 2009
Location: Inside my Head, Bristol, UK
An engaging little snippet of 40K life.
That first sentence really give a picture of the narrator's personality.
A large number of your sentences are quite long, with multiple events happening in them; this slows the pace and makes the sentences less easy to understand without thought. This is especially noticeable right at the start before the story has had a chance to draw the reader in. So, I suggest breaking things up a little so you have more short sentences with a single piece of action. For example:
Driving winds and rain again, with a touch of sleet for variety. Didn't he just get the good roll of the dice? The curtain wall loomed over him, blocking the sky but not the weather. Seeking what shelter he could in the granite archway, Brynden rapped on the oak and steel double doors. When a narrow shutter slid open, he pulled down the neck of his oilskin to show the bronze and iron chain marking him a bonded servant of one of the nobility. After a series of solid thunks, the wicket door swung open. He quickly slid into the shelter of the gatehouse passage, shaking off the rain.