Short answer: The station has the Dartmoor National Park centre, a railway museum and a café, all under cover. Lydford Gorge fifteen minutes south is better after rain — though steep and slate underfoot.
Okehampton's original station building is an unexpectedly good wet-day stop: the Dartmoor National Park information centre, a railway museum and a station café, all indoors. And since the Dartmoor Line reopened you can arrive there by train from Exeter rather than driving moorland roads in the wet.
Lydford Gorge, fifteen minutes south, is the deepest gorge in the south west, and the Devil's Cauldron and the 30-metre White Lady waterfall are both at their best after rain.
The caveat is the terrain: steep, rocky and slate underfoot, and slippery when wet. Pick one car park and do one loop rather than the full length, and take it slowly.
Okehampton Castle is the largest castle ruin in Devon, set in woodland by the river. It is a ruin, so there is no shelter — but the trees help, and it is a good half hour between showers. Check winter opening.
Bellever Forest, south on the moor, has forestry tracks through trees, a shallow river and wild ponies, plus toilets and a coffee trailer. Far kinder in weather than the high moor.
High Willhays and Yes Tor. The highest ground in southern England is no place to be in poor visibility, and parts sit within the military firing range.
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