Summarize:

Find some comfortable heavy blankets and big pillows when you know that a storm is coming. These can block out the storm. If you are agitated or particularly bothered by the noise, try covering your head with the blanket or with a large pillow being very careful that you have room to breathe. Grab a hoodie instead of pillows and blankets. This can be a pullover, zip-up, or full zip. It really doesn't matter. However, the hoodie should preferably be a thick but comfortable, and not one that is tight or restrictive. Try to fall asleep the hoodie on. Once you have retreated to your thunderstorm room, have earplugs, and are snug in your hoodie, give sleep a shot. The hoodie will cover your ears. If the lightning is still bothering you, reverse it so that the hood covers your eyes. Alternatively, some hoodies zip up all the way to the top of the hood. If you have one of these, pull the zipper all the way up to cover your face. If it makes you feel more secure, make a barrier of your favorite stuffed animals against the storm. Gather your animals together. Try arranging them in a circle or rectangle around your bed. You will be at the center. Hop into bed and snuggle down. Imagine that the animals are guarding you. Let their presence reassure you and create a make-believe force field to keep away the dark things. Remember, the storm will not last. Usually, the worst of a thunderstorm is over within a short amount of time, often between thirty minutes to an hour. You are also safe at home, inside of your room. Try not to worry yourself too much.
Create a pillow and blanket barrier. Put on a hoodie. Create a stuffed animal barrier. Try not to worry about the storm.