I think that the fundamental idea of this poem is great, and it has a lot of potential. Below are a few of my suggestions; I hope you find them helpful.

I wait in the rain,
Waiting for the storm to go away
So that when the clouds fly away
I’ll take my first steps towards a dream that is a thousand of miles away from me...
Maybe you should change "waiting" to "wait;" there's no reason to use a gerund here. Also, you use the word "away" three times in these four lines. This has the potential to bore the reader; you're not varying your language, and essentially each line is the same idea being expressed in a similar way. You should either introduce different ideas in new lines, or present established ideas in different ways.

When I try to look behind me, everybody is in the shallow end
And I’m, in the deep end. I like this metaphor, but I think it could be done in a more interesting way. For example, "I try to look behind me" is a pretty plain phrase. You could try "I crane my neck to catch a glimpse," or something like that.

When I told myself that nobody was going to save me
That even God and his mighty angels couldn’t save me
This is a nice concept, but again, the repetitive sentence structure threatens to dull the effect of the words. Maybe you should add a dash to the end of the first line and change the ending of the second line to something like "That even God and his angels would stand by and watch..." (I took out "mighty" because I don't think it's necessary, but that's probably just me. )

I will tell my guardians, of the dream that is at the ends of the Earth
Great line, but you don't need the comma. If you want to create a pause, you can break it up into two lines.

This is my finale
I will truly be,
Embolden.
This is a nice ending, but "embolden" should be "emboldened." The first is a verb, the second is an adjective.

Again, I think this poem shows a lot of potential. I hope I could help.