Fortunately, we already have an umbrella. It's formed from our atmosphere and magnetic field! The teeny high speed particles from the Sun would be quite dangerous to an unshielded astronaut, for example. And they can damage satellites, disrupt communications and even cause power outages. However I'll add that it is rare for a solar storm to do any of this.
I would only get out my umbrella because it's been raining here and the sky is completely cloudy. What I would do if I were a bit farther north and had a clear & fairly dark sky is go out and look for the Northern Lights.
On the left, last night in Kval�ya, Troms� (Norway), taken by Fredrik Broms.
Of course everyone won't get the spectacular aurorae seen around the Arctic Circle, but they have already been visible farther south than usual. For more about aurorae . . .
Aurorae - Polar Light Shows.