There is no real difference, but neither sounds natural. This type of structure is common, but not so much with the verb 'arrive', as it isn't something we think of happening continuously/over a period of time. You've either arrived or you haven't - there's a short window to do that. So something like, 'Just as I arrived at the station, it started raining' would be better. You could, however, say something like 'I was walking down the road when it started raining.' (i.e. with a different verb).

The difference between these two sentences is subtle, but it lies in emphasis and natural usage: 1. "I was arriving at the station, when it started raining." - This sentence emphasizes the action of arriving. It sounds like the focus is more on your arrival and the timing of the rain is slightly secondary. - It’s a bit less common to say it this way, as "arriving" is typically a shorter, more specific moment than an ongoing action. 2. "When I was arriving at the station, it started raining." - This phrasing emphasizes the timing of the rain. It gives the impression that the rain starting is the main point of the sentence, while your arrival at the station sets the background context. - This structure is more commonly used, as starting with “when” often highlights the importance of what happens next (the rain). In general, the second sentence sounds more natural in English, especially because "arriving" is a brief action and is typically less continuous than other verbs that describe movement or duration.

The difference between these sentences is subtle and mainly related to emphasis and flow: "I was arriving at the station, when it started raining." This phrasing emphasizes the action of you arriving at the station and then notes that it started raining at that time. "When I was arriving at the station, it started raining." This sentence places a bit more emphasis on the timing of the rain, linking it directly to the moment you were arriving at the station. Both sentences mean the same thing, but the second one flows slightly more naturally, as it foregrounds the time of the event (“when I was arriving”).

There is no difference between the two. Also, you can say, While I was arriving at the station, it started raining / it started to rain