I went to the Andy Warhol exhibition yesterday. 
Since I was in the a bad mood, I didn't focus thoroughly on seeing the exhibition. 
I didn't have any special 
The things that made me in the bad mood is just weather! I was in a bad mood because of the weather.
It was rainy day yesterday, so the temperature was quite low. It was enough to make me regret to didn't not wearing an outer layer. 
Even I was with out I didn’t even have an umbrella. ㅠ_ㅠ

Notes:
“Thoroughly didn’t focus” means you were doing a very good job “not focusing”.  It makes it seem like you were willfully “not focusing”.  It would actually sound better to say:

“Since I was in a bad mood, I wasn’t able to thoroughly focus on the exhibition.”

“I didn’t have any special _________”.  Special is an adjective, it is like saying “I didn’t have any blue.”  It doesn’t make sense.

“The thing that made me in a bad mood” – This is a very “indirect” noun clause.   You can just write, “I was in a bad mood because” or (“The reason I was in a bad mood was” – but this also sounds a little bit strange)

You can write “it was rainy yesterday” or “it was rainy all day yesterday” or “Yesterday was a rainy day” – but that third sentence sounds strange.

Great work. If you have any questions please let me know!