Thunder in your head?

A long while back I was hanging out with one of my sisters and she said that she hears thunder in her head when she gets startled.

Me: "Scuse me. What?"Her: "You know. That thunder you hear when someone startles you."Me: "Again. What?"Her: "You don't hear thunder when someone startles you?"Me: "Uh, no."Her: "Oh. I thought that happened to everybody."

Is this a thing? Does this happen to anybody else out there? She did struggle with depression for much of her life. Could that have had something to do with it?