Thunder during a thunderstorm can be scary especially if it just suddenly begins to thunder out without warning.
But the thunder itself while scary sometimes cannot kill you because it has no way of killing or injuring someone.
The only possible injury that thunder could do is damage your hearing but that is also very unlikely.
It takes Lightning to kill a person because the lightning contains electricity which is lethal in large amounts to a person.
So if it thunders and then lightning occurs and strikes you then yes the lightning can kill you if it strikes you.
Sometimes you might just get injured from lightning but if it strikes you good enough then it can be deadly.
So avoid going outside during a thunderstorm or at least stay away from anywhere the lightning can occur.