I've never seen that question asked. I would have to venture a guess that it has to do with an event that causes an impact that is ominous and intimidating. In the story, the event that causes the change is minor -- he steps on a butterfly. The consequences appear to be far out of proportion to that. When lighting is far off, the lightning itself seems less intimidating, but the thunder can come rolling in over the plains with a kind of powerful, frightening sound. When the lighting is close, of course, the thunder shakes walls and rattles windows. A sound of thunder, in the context of this story, seems to have something to do with the fact that the impact of the lighting appears in the thunder. But, as I say, I've never thought about that before. I'm interested to see what others come up with on this one.
Resurrecting an old thread just to post a link: (what appears to be) the full text of Bradbury's short story (nothing new there - it can be found in many places on the web), with some illustrations form one of the comic book adaptations. Followed by a brief analysis of the story: