Developments in the wind industry reveal intricate engineering challenges, one of them being the erosion on the leading edge of the wind turbine blades. In this review work, the main issues for the wind industry in the experimentation with respect to erosion are examined. After a historical and general overview of erosion, this review focuses on the rain erosion on the leading edge of the wind turbine blades giving prominence to (1) the rain simulations, (2) experimental erosion facilities, and (3) variables to characterise erosion. These three factors have to be improved to establish a research field enabling the prediction of erosion behaviour and providing useful information about how the rainfall affects the leading edge of the wind turbine blades. Moreover, these improvements in the experimentation of the erosion would be a first step to understand and predict the erosion damage of the wind turbine blades. Finally, this review work also will help to cope with experimental investigations and results in the rain erosion on the leading edge with a deeper critical thinking for future researchers.