How loud does lightning sound close up compared to other loud things such as a shotgun?

It would be closer to a 500 lb bomb or atomic bomb than it would be a shotgun.

 The shock wave can be terrifying.

I live in Florida, some call " the lightning capital of the world ". When a strike is very close it is not as much like you think of as Thunder. It is more a BOOM !  The loudest lightning I have ever heard was in the area of Tampa Bay in Florida. The sound shook the house and rattled the windows.Sometimes even broke windows in some houses. SO lightning is LOUDER than most gunfire. Now on the other hand, I have been close to our large Tanks firing. While on a quail hunt, we were walking back to a 34 foot motor home for lunch while the Tanks were firing right across the Tank Trail from the motor home.. The concision was actually bouncing the truck off the ground. It was about 7 inches down the hill from where we parked from being bounced. 105 Main Gun, now they are upgraded to 120 MM for the Main Gun. That is a BIG BOOM ya know : )

I've had 2 close encounters with lightning. The first when I was a Boy Scout, a storm rolled thru and lighting hit the tree about 5 feet from our tent...very loud. The second, I was rebuilding an engine, standing in a garage by the door. The neighbors dog just walked in, as I went to pet it, lightning struck the tree between the garage and the house. It was a massive bolt. It blew bark off the tree from halfway down all the way to the ground. It smoked the tv, fridge, and actually blew the glass part of the bulbs out of the lights. My neighbors dog never came home, and my ears rang for a few days like I was at a rock concert. No joking, I slammed my eyes shut, but I can remember seeing thru my eyelids when that lightning flashed. I really thought that "Its all over now". This happened just north of Houston Texas, about 40 years ago. The sky got black, it stormed like hell, and it was all over and gone within 15 minutes...blue sky...bids chirping...sun shining...all all my stuff fried. Way louder than a shotgun.

The sound lightning makes is called thunder.  Thunder an typically be 100-120 dB for most nearby observers, but standing extremely close to a strike, they thunder can be 165-180dB, and even exceed 200 dB, actually rupturing eardrums.   A shotgun is about 140 dB.  Above 110 dB there can be real hearing damage even for a brief exposure and pain starts at around 125 dB.

Lightning doesn’t make any sound. It’s thunder that has a sound 

Rough comparison, but I'd say lightning is louder, or it just feels this way. I've had lightning strike VERY close to me once. When you aren't expecting it (and with lightning how can you) you about jump out of your own skin. At least with a shotgun you are expecting it so its not a surprise. 

Shotguns can cause permanent hearing loss. Yet another reason to not own those. There is no need for them. They aren’t toys. 

It is extremely loud, though I don't know how to describe it.  I can only say that I was caught outdoors in a storm where the lightning and thunder were simultaneous, meaning the lightning was very close.  Now, I have always enjoyed thunderstorms and have never been afraid of them, before or since.  But on this occasion I became terrified of the loud noise and started running.  Did I think I could outrun the lightning?  Of course not; it was a simple response of terror such as I have never experienced except that one time.  

I have heard guns fired and they didn't seem loud to me.  My hearing is normal; I guess it's just subjective.

It doesn't sound very loud at all unless it hits something near you. It is the thunder that makes the noise.