The first film whose direction can definitely be attributed solely to Chaplin, Caught in the Rain is an example of the kind of farce comedy set-up that had been a staple of the theater and was finding its way into film.
The premise is simple: after Chaplin is caught flirting with Mack Swain's wife in the park, the inebriated tramp then follows the couple to a hotel where they are staying. Swain's wife is a sleepwalker, and in the middle of the night she sleep-walks right into Chaplin's room, causing an expected reaction of outrage from Swain. The Keystone cops are called in to apprehend the tramp.
There are two scenes in particular that show Chaplin's hand in the direction. The first occurs when he arrives at the hotel and makes a nuisance of himself in the lobby. The second is when he is undressing to get into bed, removing all of his clothes to reveal his pajamas underneath. In both cases, Chaplin allows the entire scene to play out in a full shot, held for an inordinately long duration (by Keystone standards), which captures the full detail and nuance of his performance without unnecessary cutting away.
From a plot standpoint, there is a crucial device here that points to Chaplin's mature characterization. Rather than aggressively making his way in to the hotel room where Mack Swain's wife is sleeping, Chaplin makes his character a victim of circumstance, with the wife's sleepwalking as a device to bring them both into the same room together without any bad intentions on either characters' part.
Even small touches such as this point to the techniques that Chaplin was employing that set him apart, and would help to establish the audience sympathy that would make him a superstar.