An enormous bolt of electricity comes out of the sky and hits something, and the Norse tribesfolk say, "Maybe a really powerful agent was angry and threw a lightning bolt." The human brain is the most complex artifact in the known universe. If anger seems simple, it's because we don't see all the neural circuitry that's implementing the emotion. (Imagine trying to explain why Saturday Night Live is funny, to an alien species with no sense of humor. But don't feel superior; you yourself have no sense of fnord.) The complexity of anger, and indeed the complexity of intelligence, was glossed over by the humans who hypothesized Thor the thunder-agent. Link
Your analogy with Norse tribesfolk reminds me of the NRA slogan, “Guns don’t kill people, people kill people”. There are many different levels of causation. The gun can be said to be the secondary cause of why someone died. The person pulling the trigger would be the primary cause. The secondary cause of thunder is nature but the first cause that brought things into existence and created the system is God. Nature cannot be its own cause.