1. Make a new image, 400 pixels wide and 200 pixels high. Make sure you have Black and White as your foreground and background colors, and select the gradient tool.

With the gradient "Foreground to Background" selected, make a gradient from top to bottom on the image (or upper left to lower right, as in this picture.)

2. Now, go to Filters>Render>Difference Clouds.

You can see the lightning beginning to form.

3. Image>Adjust>Invert.

4. Image>Adjust>Levels .

Drag the black slider towards the white until the lightning is at the level you like.

5. Go to Image>Adjust> Hue/Saturation , check the Colorize box, and pick your shade using the Hue slider.

Your finished lightning!

You can duplicate this layer, rotate it a little, try a layer blend and have multiple lightning.