In the song "Wherewolves of London" I thought he was singing "Where is the Thunder?" I could never figure out why he didn't know where thunder came from.
A childhood belief about misheard lyrics

others believed things like this
- When I was little I thought that thunder was the bricks of our house banging together for some reason.— Ncik
- I always thought thunder was the sound of the crumbling buildings, after lightning had struck them.Anon
- My mum used to tell me that thunder was god re-arranging the furniture.— Dale
- When I was a kid, I used to believe that it would thunder when G-D was moving furniture in the sky.Anon
- I used to believe that people could fly during thunder and lightning, because I dreamt this once— Minimania
- My grandmother used to tell me that thunder was the angels bowling.— laf