Thunderstorms are hazardous to your safety to be out in. With thunderstorms comes rain, wind, hail, and lightning. The rain can lower your visibility on the roads, and that is a hazard. Lightning will kill you if it strikes you, but is more dangerous when it strikes something else and then that falls on you, like a tree.
Similarly to lightning, the wind can also cause major damage, and is probably the worst of the common effects of a thunderstorm. The wind can blow over things like trees and power polls and cause significant damage to property.
Hail is the precipitation that causes the most immediate problem when you go outside in it; hail causes lots of damage to property, especially if it scratches off paint, but the most important problem with hail is that it can hit you on the head and injure you if it is big enough.