You can create your own static electricity and then discharge it like a tiny lightning bolt. Take a rubber balloon (just a regular balloon) and blow it up. Rub the balloon on the sleeve of your wool sweater, or on a regular terry-cloth towel. Or just rub the balloon on your own hair!
The rubbing releases electrons, and if you rub enough times there will be a lot of loose electrons hanging around your balloon.
Now get someone else to touch the balloon (but warn them first that they will get a little shock!). The electrons will jump suddenly over to them and give them a tiny electric shock. You may be able to hear a little snapping sound.
That shock is a tiny, tiny version of what happens when a lightning bolt flashes in the sky. The snapping sound is a tiny version of thunder.