Curiosity over fear

The thunder is just as loud whether they hide under the blanket or watch from the window. What changes is the story they tell themselves about it. Sitting at the window with them and saying "look how the lightning lights up the whole sky" hands them a second story.

Fear gets smaller when they can describe it. Ask what the thunder sounds like to them. A drum? A giant moving furniture? Once they’re describing it, they’re watching it instead of hiding from it.