In general, rain water is about the safest stuff in the world to drink. Bacteria and viruses don't exactly evaporate, nor do amoeba or parasites. Salts are also absent from rain water. If your area has lots of sulfur vents, you might get extremely dilute sulfuric acid.
When collecting rain water to drink, I'd be more concerned about introducing bacteria to standing water than I would be about the water itself. You need to be more careful if you plan to store it for any length of time, but you can chug rain water all day long and be fine in most places in the world.
So if you're in a part of the world without huge spills of volatile chemicals, you probably don't need to worry about rain water. I mean, evaporation and subsequent condensation is a method for cleaning water. Rain is just a big version of a solar still.