Return to the trailhead and plan another trip. It's worth the extra effort and precaution. Sudden weather changes are characteristic of the Great Smokies. Be prepared to get wet and either hotter or colder. Rain, wind, and cold can become a deadly combination before you recognize your own symptoms of hypothermia.
Rainstorms are typical of warmer weather, so always carry rain gear in late spring and summer.
Stay on park trails. If you become lost, do not leave the trail. Particularly, do not follow a stream because dense undergrowth will rapidly tire you. Most trails intersect others within a few kilometers and signs at the junctions can put you back on course. If you find yourself lost late in the day, find a protected spot and spend the night.