'Thunder' and 'Thor' are the same word — Thursday is 'Thunder's day.' Kin to 'astonish' and 'detonate.'
A loud rumbling or crashing noise heard after a lightning flash due to the expansion of rapidly heated air.
From Old English 'þunor' (thunder, the thunder-god Thor), from Proto-Germanic *þunraz (thunder, the thunder-god), from PIE *(s)tenh₂- (to thunder, to resound loudly, to make a crashing sound). Cognates across Germanic: Old Norse 'Þórr' (Thor), Old High German 'Donar,' Old Saxon 'Thunaer,' Dutch 'donder.' The same PIE root
'Thunder,' 'Thor,' 'Thursday,' 'detonate,' 'astonish,' and 'stun' all come from PIE *(s)tenh₂- (to thunder). Thursday is 'Thor's day' — Thunder's day. To be 'astonished' is to be 'thunderstruck' (Old French estoner, from Latin ex + tonāre). To 'stun' someone is to 'thunder' them. And to 'detonate' is to 'thunder down.'