A maroon is an exploding firework that creates a loud bang to act as a signal or warning.
In the First World War, they were used in London to warn of imminent air raids (other warning methods used were Boy Scout buglers and police cyclists wearing signs saying, 'Take Cover'!). In London attacks from the air might be from Zeppelins (airships) or from aeroplanes, whilst in other parts of Britain the threat tended to be from Zeppelins alone. The first German air attacks on London took place in 1915.
This is one of the few references to external events in Rebecca which allow for dating of the period in which the novel is set. As we are told that the narrator is 21 when she marries Maxim de Winter (p.37: They are not brave, the days when we are twenty one), we can combine this with the information about the maroons to gain a rough idea of the date.
If we assume that the period when maroons might sound is 1915-1918, and that by 'very small' the narrator means between the ages of 3 and 7, it is possible to estimate the period in which the novel is set as being between 1929 and 1936 (the 1929 figure being based on the possibility of the narrator being 7 in 1915, and the 1936 figure being based on the possibility of the narrator being 3 in 1918). Interestingly, in the 1997 television version of Rebecca (starring Emilia Fox and Charles Dance), the opening scenes are set in Monte Carlo in 1927.
Click here to see part 1 of the film.
As Daphne du Maurier was 7 when the First World War began in 1914, she herself may well have heard maroons sounding on the streets of London.