I'm afraid of being struck by lightning too.
On average, Florida has 3,500 cloud to ground lightning flashes per day and 1.2 million per year. While only 7 people are killed by lightning per year in average (given the over 1 million strikes, it's a very small percentage) that's still more than 1, which means I could be it.
Go indoors when you hear thunder. There is no safe place outdoors when lightning is near.
In any case, remember the mindset of soldiers in the battlefield - you can't be terrified of something all the time. People have been hit by lightning from far away when their area had clear skies. People have been struck twice by lightning and survived.
Also statistics are weird. Did you know more people are killed by coconuts around the world every year than by shark attacks? LOL