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Perhaps is not an interjection, but can it be considered an introductory element at the beginning of a sentence?
A: Perhaps, they thought it wasn't going to rain.
B: Perhaps they thought it wasn't going to rain.
I think the second one is correct, but I'm not sure.
I would omit the comma unless you were using a quotation:
"Perhaps," they thought, "it wasn't going to rain."
Yes, sometimes an introductory word will be followed by a comma; however, I don't think it's warranted in your example.
As written version B sounds best, but there are two interpretations.
Perhaps they thought it wasn't going to rain. = Maybe they were thinking it wasn't going to rain or maybe they were thinking about something else.
J.R's version "Perhaps," they thought, "it wasn't going to rain." = They specifically thought about the possibility of rain. They thought "Perhaps it wasn't going to rain".
You don't use a comma after perhaps. But there are exceptions to this exception!
Linguaholic gives examples that I can modify
Why did they not bring an umbrella?
Perhaps they thought it wasn't going to rain.
Did they get wet?
Perhaps, they thought it wasn't going to rain.
In the first case, with normal punctuation, the speaker is unsure about what they thought. In the second case the speaker is certain they thought it wasn't going to rain, but not sure if they got wet.
So there are examples in which "Perhaps" is followed by a comma. But they are rare. Normally there is no comma after an introductory "perhaps", and in your example there should normally be no comma.
