Marian Wynter rubbed her arms together as the threadbare coat she wore did little to protect her from the harshness of the storm’s raging winds. Lightning flashed, casting eerie shadows across her path. Thunder roared like an angry lioness. Sleet slashed across her cheeks, mixing with the tears that streamed down her face. I would suggest a semicolon in that first sentence, like this: Marian Wynter rubbed her arms together; the threadbare coat she wore did little to protect her from the harshness of the storm’s raging winds. Also, I'd probably cut 'together' as people usually don't rub their arms together but rather rub their arms with their hands.
She desperately wanted nothing more than to snuggle with her husband in front of a roaring fire, far away from the storm.
Well, that wasn’t completely true. There was one thing she wanted more than that.
Lightning struck a tree a few feet in front of her. She slipped on the mud, and rocks cut into her hands as she braced herself from the fall. Where are these rocks? On the ground? Does she actually fall and cut herself on the rocks? If so I'd say it.
Daniel didn’t know where she was going tonight, and she didn’t know
for certain that if he would approve. She thought he would, though. He was as desperate as she was.
She hurried through the rocky terrain. (I'd like a little more description about this journey to the cottage. Does she pick herself up after her fall? Are her hands bleeding? Where exactly is she?) A small cottage with lights flickering through the windows offered both refuge from the storm as well as her salvation.
The wind whipped around more fiercely the closer she approached the cottage. She stumbled forward and couldn’t help but think that the storm was unnatural. What leads her to think this?
Marian raised her hand to knock on the door but before she touched the wooden surface, the lights went out in the cottage. Her courage left her then, and she even took a step backward.
No. She’d come too far to leave now.
She knocked on the door—five short taps followed by two quick ones, just as she had been told to.
Nothing. No movement within the cottage, no sound other than thunder and the pounding of sleet against stone.
She wanted to try the knock again, but she had been told specifically not to do that.
There was nothing she could do but wait.
Interesting. Good set up with the storm and her journey to the mysterious cottage to get...what? Something she desperately wants. Something she feels will be her salvation. I would read more to find out what and whether that door is going to open and by whom.