Why do we hear a sound (thunder) when lightning occurs ?

Heat is always associated with electric current. Since there is an enormous amount of current in a lightning strike, there is also an enormous amount of heat. In fact, a bolt of lightning is hotter than the surface of the sun. This heat is the actual cause of the brilliant white-blue flash that we see. This heat energy makes the air around the lightning bolt extremely hot. Immensely hot, that the air explodes as the heat energy expands the air. This explosion is what we hear as thunder.

Why is thunder heard after lightning?

Lightning and thunder actually occur at the same time. Light is very faster than sound. The velocity of light is 300,000,000 m/sec and that of sound is 331 m/sec. Hence, light reaches first and is followed by the sound(the thunder)

Why are mountain peaks covered by clouds mostly in the mornings and evenings of a day?

The clouds are composed primarily of water vapour. Early in the mornings and late in the evenings, the heat energy received from the sun is very less compared to the noon. As the day begins, the heat energy received slowly increases that evaporates water in the clouds. Hence the clouds become warmer and thereby lighter and hence rises(as hot air rises up). In the mornings and in the evenings when it is comparatively cold, the clouds are full of water vapour and are dense and there by they sink towards the earth touching the mountain peaks.