If the forecast is looking bleak, why not spend some time at Besaettelsesmuseet? You'll be surprised just how many interesting facts you can learn about days gone by here.
You'll soon see why this Aarhus C collection of historical artifacts is visited by many travelers. If you're looking for more to do and see here, Den Gamle By, ARoS, and Moesgard Museum of Prehistory are in this area too. They won't take you very long to reach from Besaettelsesmuseet.