Learn Spanish (Latin America): Me da miedo cuando suenan los truenos.

The subject of da isn't los truenos. Instead, the subject is the entire situation: cuando suenan los truenos. Think of it as "It gives me fear when the thunder sounds." If you wanted to make the thunder itself the direct cause of the fear, you would use the plural: Me dan miedo los truenos.

Why does the verb "suenan" come before its subject "los truenos"?

In Spanish, it is very common to invert the subject and verb when introducing something to the scene, especially with verbs of happening, arriving, or making a sound (like sonar). While cuando los truenos suenan is grammatically correct, cuando suenan los truenos flows much more naturally.

Why is "truenos" plural here when we just say "thunder" in English?

In English, "thunder" is usually an uncountable noun. In Spanish, un trueno is a single clap or crash of thunder. When talking about a storm or thunder in general, Spanish speakers almost always use the plural los truenos.

Could we use the subjunctive "suenen" instead of the indicative "suenan" after "cuando"?