Everything electical acting up, car won't start

I just tried to start my 95 golf and when I turned the ignition key, the alarm went off. I got out, locked and unlocked the doors and tried starting again.
At this point, all the lights on the dashboard flashed, the wipers went on although they were turned off, and the car would not start.
Yesterday was rainy.
How do I kill this gremlin??? And I can do anything myself, when I am not car-literate at all?
Help!

Make sure the battery connections are clean & tight. If everything else works okay, but it won't let the starter engage, then there is most likely a problem with the anti-theft module. There are threads in here & in the Jetta forum on how to disable/bypass the module.