Well, there is one problem. Ignoring the fact that my dwarves don't like being in the evil weather - and who can blame them? - it's gonna contaminate the water. The first thing I have my dwarves do is take everything into the chamber. My woodcutter is going to have to spend some time outdoors, there's no helping that, but hopefully I can keep everyone else out of that rain as much as possible. The second thing I do is create an underground cistern.
I went for a cool abstract shape. My girlfriend took one look at it and said "cute mushroom!" Can't unsee.
How did I create such a marvel, you may ask? It was a pain in the fucking ass.
The very first thing I did was carve out that shape you see above. That's several levels below even my basement. It has to be far down, because, duh, water flows downward. Without a complicated system of pumps and mechanics - which I'm just not set up for yet - I need to let gravity and water pressure do all the work for me.
There were about four or five little ponds in the area. I dug out a small room directly above my cistern, with a hole in the center of it. This is my central drain. Then I dug a bunch of small tunnels from the drain to every nearby pond on the map. Some were harder than others; I often had to take several z-levels into consideration, and wanted to make sure none of these stone pipes crossed paths.
Here's one level of what I'm talking about. This was, by far, the most complicated thing I've ever done in this game.
Once all of those tunnels were dug out, I had my dwarves (from a higher level, so they wouldn't get caught in the flood) dig out the final section of stone that separated pond from tunnel. I did this last because I wanted all the tunnels flooded at the same time. Had I done this process piecemeal, one-by-one, I ran the risk of the water of one small pond drying out before the rest of the water could join it. A small puddle of water dries up quickly; several streams joining together at the same time takes much longer to dry out.
Gravity did the rest. All of the water drained from the ponds, through the stone pipes I had mined, and into the central drain. From the central drain, all of this water fell right into my underground reservoir. This didn't clean the water or anything, but keeping my water source underground meant that no further contamination could occur. The water was clean enough to drink now, and would remain so for as long as it lasted. Hopefully it'll last a very, very long time. If I'm lucky, it will last as long as Moltenhearths does. If not, by the time I need more, I'll be able to set up a system to draw water from an underground lake. In the meantime, after the lakes were fully drained, I plugged the stone tunnels with dwarf-built walls. This way, if the raining blood ever filled up one of the empty craters that had been a pond, the blood won't find its way into my cistern.
So there you have it! Cool, clean water; dwarven plumbing at its finest. That's one problem caused by the bloody rain I no longer have to suffer.