This advice has been a little manic/depressive. Heh, I'm so torn. Do shoes get ruined? Is May a rainy time in Washington? Are heels out? (I kid.)
In the past four years it's barely rained at all at the Gorge. However you should always think about packing a poncho just in case. It's a good rule to prepare for any sort of weather, because with the exception of snow or a tornado, almost anything you can think of happened at least once in the past few years. Pick the most comfortable shoes you own and bring them along, otherwise your feet will be on fire after four days.