The Rainy Hall is the first area in which the player assumes full control over Daniel. Despite the fact that this area permits the player to go out of bounds at the very start of the game, it is not recommended to do so. Throughout the corridors, one encounters multiple triggers that affect the player's running speed, some of which slow the player down, and some of which speed the player up. Effectively, what these triggers do is change the maximum running speed of Daniel.
Amnesia The Dark Descent - Going out of bounds in the Rainy Hall 1
Shown on the right, there are two videos that visually explain why it's not worth the effort to go out of bounds.
For both the glitchless and the route with glitches, the quickest way to traverse this room is to simply run through it, without entering any of the side rooms. There is only one useful trick one can perform here, namely the stairs boost. A video hereof is shown at the bottom of this page.
Amnesia The Dark Descent - Going out of bounds in the Rainy Hall 2
Amnesia The Dark Descent - Rainy Hall Stairs Boost