There's a plastic covering with holes to let the rain in but also a thin screen that keeps everything but water out. They look like this.
Atlas Gutter Guard Stainless Steel (5.5-in x 4-ft) Gutter Guard Screen 8-Pack in the Gutter Parts & Accessories department at Lowes.com
I left the top of my gazebo on one year because were getting nothing and the future looked bleak, then we had a one snow changing to freezing rain event and the weight collapsed my gazebo.
Yeah, I thought we weren't going to get a freeze until after Thanksgiving, swear I read that. Been down to mid 20s two nights in a row and I don't radiate.
Something similar happened to a friend of mine, he and his wife were in bed and thought it was an earthquake, turns out is was a drunk that hit their house.
We had a good Thanksgiving storm in the 70s, though I don't remember the year. They cancelled the Thanksgiving day high school football game and played the next week. It was warmer but there was still snow on the sidelines.