If you are in your home, do not use a landline phone and stay away from windows and doors. Most people struck by lightning while inside their homes are talking on the telephone near a window at the time. Even if you have surge protectors, you need to unplug all appliances and electronics. Even surge protectors do not protect against direct lightning strikes. Electricity can also travel through plumbing, so avoid using running water.
If you are out on the water, get to land and find a grounded shelter or vehicle immediately. Water is a good conductor of electricity.
Keep in mind, thunderstorms can include much more than lightning, such as strong winds, hail, flash flooding, tornadoes, and so on. Always be alert and err on the side of caution.