O.E. þunor, from P.Gmc. thunraz (cf. O.N. þorr, O.Fris. thuner, M.Du. donre, Du. donder, O.H.G. donar, Ger. Donner "thunder"), from PIE (s)tene- "to resound, thunder" (cf. Skt. tanayitnuh "thundering," Pers. tundar "thunder," L. tonare "to thunder"). Swed. tordön is lit. "Thor's din." The intrusive -d- is also found in Dutch and Icelandic versions of the word.
The "d" in Swedish "tordön" comes from "Thor's din", and the question arises, namely whether the common "d" appears in English "thunder", Dutch "donder", and Icelandic word has the same origin as the Swedish word?