You should never be afraid of lightning and thunder and rain. Yes, they are noisy and dramatic, and you should be careful not to get caught in a rain storm, but these are things happening way up in the sky. After all, the sky is where the clouds live, and how they behave is different from how we down here on the ground do. No, you shouldn't be afraid, but you should respect the clouds...
Clouds are like big, fat, bumbling sheep. Some are light colored, and some are dark, but they are all fat and wooly and clumsy. They wander all around the sky and nibble on the tops of mountains (which is why there are no trees on the tops of really tall mountains; the clouds nibbled them all). Sometimes the clouds will get together in one place until they fill the sky, and this is what we call a 'cloudy day'.
When clouds bunch up like that, they naturally rub up against each other. If you have ever walked on a carpet on a chilly day, then touched a door knob, you know you will get a tiny zap. This zap stings, but is harmless. This zap is called 'static electricity'.
Clouds are much bigger than your finger, of course, so when they rub against each other, it creates a much larger zap. When that zap lets go, it creates a blinding flash of light which leaps right across the sky. And this is what we call 'lightning'.
Being zapped that big is painful. You never want to be zapped by a cloud, which is why you should stay inside on cloudy days. But clouds can't avoid it, and it really hurts, so the cloud which got zapped gets angry and yells at the cloud which zapped him. Oh, my! What language they use! And this noise is what we call 'thunder'.
But clouds are sensitive. They hate being yelled at, and they don't want to hurt anyone. So the cloud which did the zapping gets embarrassed and starts to cry. And this is what we call 'rain'.
So, you see, you should never be afraid of lightning and thunder and rain...
...it's just a little argument among friends, is all.