It happened all of a sudden, one day it started raining heavily, not ordinary rain but hot lava rain, those who were in their houses rushed to their well equipped basements waiting for it to stop, however those who were outside : working, studying, shopping, walking or driving, how will they survive the first hours of such unexpected event knowing that it rained like that all over the world ?
Well it would depend on the size and composition of the lava. Boulder-sized blobs containing volcanic gases would make it hard to survive unless you entered the sewer system or happened to stumble upon a waterfall cave (not too likely), although any regular cave would significantly increase your odds of survival. Even when being submerged in the ocean you would not survive the impact of a 'droplet', and the gases released would make surfacing to breathe a tad risky too.
If the size of the lava were comparable to actual raindrops and gases were not to be considered, people could likely survive by using inflammable objects to shield from the rain, since this form of lava would cool down rapidly and would actually start working as a shield for any new raindrops.
Still, the sewer system would seem like the most widespread and safe hiding place.
If this is nothing that happens on a regular basis people won't be ready for it. Get under some kind of roof, chance is good even a little shack will protect you enough since your lava drops won't hold much Thermal energy.(I would love to do some calculation here but I am just not capable of it. Maybe someone else will)
Also a body of water like in @Carlos answer will do fine as well, best would be inside a body of water with a roof on top so you don't get burned while breathing and still have some failsafe in case the roof does get destroyed because of prolonged rain.