Select the correct conjunction to complete the sentence: I wanted to go for a walk, _____ it started to rain.

The correct conjunction to complete the sentence is "but." This conjunction is used to introduce a contrast or an exception to the preceding statement. In this case, the speaker had the desire to go for a walk but was faced with the unexpected condition of rain, which prevented this action. The use of "but" effectively highlights the contradiction between the intention to walk and the occurrence of rain.

The other conjunctions do not fit the context of the sentence. "And" would indicate a continuation of the thought rather than a contrast, "or" suggests alternatives that are not relevant here, while "so" implies a result or consequence that doesn't align with the idea of wanting to walk but being hindered by rain. Thus, "but" is the most suitable choice to illustrate the conflicting ideas presented in the sentence.