The simple answer is of course that there weren't any.
The complicated answer is that woollen cloaks were common, and under most circumstances wool will keep the wearer warm and dry in all but the heaviest downpours. When wool is prepared, it is normally washed, carded, spun and then woven, but if the washing process is done with care and without any sort of detergent, much of the lanolin can be retained in the wool. As this is a natural oil, it helps to repel water. Fulling of the cloth also helps to close up the weave, and as it gets wet, wool swells up anyway, making it more difficult for water to penetrate the cloth.
For those who have no choice but to put up with the wet (ships crews, for example), this can be supplemented by oiled and/or waxed leather clothing.
Interestingly, the crews of reconstructed ships in the last 30-40 years have consistently reported that those crewing in authentic clothing are generally warmer and more effective than those in modern Goretex sailing kit, even though they may be marginally wetter.
Tournée & The Vikings