Gas Heaters heat the water and do make a noise, but it is not like thunder. Normal noise from the gas heater when kicking in would be a sizzle like sound, like a kettle starting to boil water.
If you have that sizzle sound, it is good.

However, when you talk of thunder and your gas heater is still working an extra thing is happening. The difference between sizzle and thunder is that you may have a calcium build up inside your water tank. I take it that your tank is not new and over time it has built up some residue inside the tank. It may be scale on the tank or residue on the bottom.

You may have to flush the tank to get rid of the residue buildup. Most likely the build up is a lime or calcium buildup. The thunder you hear is the buildup heating up with the water and exploding flakes off the tank.

Check your tank for a drain plug and try drain the tank. Turn off the power first, so you do not damage the heater unit. if draining or flushing does not improve the noise
you may have to replace the tank.

Pogo

Get a pressure gauge and watch it as the unit makes noise. I'll bet it's a result of very high pressure. You likely need a working relief valve and possibly an expansion tank. If there is no ideas, you should buy a new hot water heat pump. The ones on the site http://www.phnix-e.com/productstype/domestic-water-heater.htm seem to be different from other hot water heaters. You can search the Internet and buy this kind if you want to change it later.

its feel with sediment built up at the bottom of the water heater, when the water heater starts to heat the sediments starts cooking like rice in a pot over the stuff and making loud popping noise. If you can just change the water heater out. Don't try to drain and clean it out because when it gets to this points it's to late.