Thunder is the sound of the shockwave caused during a thunderstorm when lightning rapidly heats and expands the air in and directly around the lightning channel (bolt) into plasma, producing acoustic shock waves in the atmosphere indentified as thunder.
It is thought that the air is heated up to 30,000°C (54,000°F). This phenomenon happens at the same time (lightning strike/air expansion), but we hear thunder after we see lightning due to the simple fact that light travels at a faster speed than sound. At a close enough distance to the actual lighting strike point, both sound and light can be heard/seen simultaneously.
The word 'thunder' is derived from 'Thor', the Norse god of thunder. He was supposed to be a red-bearded man of tremendous strength; his greatest attribute being the ability to forge thunderbolts.