The correct answer is - rain.
When the cold and dry air from the polar parts moves over the Great Lakes it accumulates heat and moisture, thus changing its structure. By becoming warmer and moist, the air masses start to create clouds, and as they move forward, on the place where they will come up to a natural barrier will start to produce rain. Because of this, the leeward land of the lake will be getting rainfall, and it will be much more wet than the windward side of the lakes.
In this case, the natural barrier will not be a mountain range, but instead, the land itself, as the air masses above the land, and the air masses above the lakes have different properties.