I'm making a game in which I want a rain effect, like rain is coming and game play normally.
There are two ways to create a rain effect in andengine.
You can use sprite for rain drop and generate sprite at random position in the screen of the device. This will create a illusion of rain.
You can use a particle for creating rain effect. You have to generate particle randomly on the screen.
While this isn't how, it should be noted that: (this will help with speed) You almost never see rain by itself, you only see it when it hits the ground or passes through a lit object (like a light post). The simplest way to mimic rain without drawing any rain particles is to add fog to the world and add raindrops to the world, with maybe a few rain streaks. That will give you more realistic rain IMO. While this effect works better in 3D (you can see it discussed here: http://blogs.msdn.com/b/shawnhar/archive/2009/04/01/motogp-wet-weather-effects.aspx), if done right it could probably still look good in 2D