While thunderstorms can form at any time of day, the best chance is in the afternoon and evening. This is because the sun has had hours to warm the surface and much of that stored heat has begun radiating upward into the atmosphere. Warm, moist, rising air is a key to storm development.
For details on how a thunderstorm comes to be, click on the Weather Class topics, How do thunderstorms form? and What causes thunderstorms?