Angry gods, of course. Haven’t you ever watched cartoons?
Okay, it’s electricity, and it’s not that far removed from what happens when you rub a large, furry cat.
Start with those tall, puffy cumulonimbus clouds that develop quickly as hot, moist air flies up into colder layers.
The turbulence forces water vapor to move up and down at high speeds, rubbing a huge quantity of electrons loose from their molecular moorings and creating a massive buildup of electricity.
Lightning is the result, and as the blinding bolt discharges, the 40,000-degree heat expands the surrounding air, creating a big bang of sound waves that we hear as thunder.