The simple answer is that lightning comes from the sky. But if we are to dig deeper, we are to find that lightning really comes from lightning bugs. At certain times of the year, lightning bugs will fly high up into the clouds. This is a lightning bug's mating ground - the clouds.
This is why many times before you observe a single lightning bolt striking the ground, you will see the clouds lighting up in the night sky. Flashes of light, here and there within a single cloud or series of clouds is a sign of lightning bugs mating. This is because the lightning bugs are doing their mating dance, causing excitement and friction and an increase in static electricity within the clouds.
In time, the lightning bug mating dance will reach a fever pitch and the light and energy may not be contained any more. Collectively, lightning bugs will flash at the same time and as this flash becomes more precise and intense a great energy builds up in the clouds that must be released. Finally, the energy needs to escape and a bolt of lightning is sent from the clouds to the ground below, connecting heaven and earth, lightning bugs and power stations, energy with matter.