The sound and sight of thunder send shudders up one's spine. Abdullah bin Zubair (رَضِيَ ٱللَّٰهُ عَنْهُ) would pause talking and say dua upon hearing thunder (Mishkat al-Masabih 1522). It is also reported by Salim bin Abdullah (رَضِيَ ٱللَّٰهُ عَنْهُ) with reference to his father Abdullah bin Umar (رَضِيَ ٱللَّٰهُ عَنْهُ) that the Prophet (ﷺ) recited this dua whenever he heard a thunder-clap or saw a thunderbolt (Al-Adab Al-Mufrad 721).
Nature Duas
Abdullah bin Zubair (رَضِيَ ٱللَّٰهُ عَنْهُ) and the Holy Prophet (ﷺ) would stop talking upon hearing thunder and recite this dua. Ideally, we should follow this Sunnah. Moreover, it is recommended to recite dua upon hearing thunder after saying Bismillah.
The look and sound of thunder can be extremely frightening, so we should recite dua upon hearing thunder to seek mercy and shelter from Allah (سُبْحَانَهُ وَتَعَالَى). Another benefit of reciting this dua is that it glorifies Allah (سُبْحَانَهُ وَتَعَالَى) and establishes His power and supremacy over all things on earth and in the Heavens.