It is possible to get struck by lightning while travelling through the Thunder Plains. Press ‘X’ when a lightning strike is coming and you can dodge the actual strike.
Grab the treasure chest to the left of the Save Sphere for two free Phoenix Downs. Save your game before you continue. There is another treasure chest to the north-west of the Save Sphere that contains two Hi-Potions.
Continue following the wall on the west side of the map and you will find a treasure chest that contains 5,000 gil. It is just behind the glowing cactuar statue which is reads “A strange stone” if you touch it.
There is a chest in a small walkway on the east side that contains a Water Ball. Equip this item if you are using Wakka as the Waterstrike ability is incredibly powerful against the Lightning based enemies in the Thunder Plains. Further on down the pathway you will run into Shelinda. Keep going until you reach the end of the pathway and hit the Thunder Plains Travel Agency.
Save your game at the Save Sphere and then talk to Rikku. Speak with Rin once he enters and he will ask you “How goes your study of our language?”. Select “Okay” and he will give you the Al Bhed Primer vol. XIV. Go back to where Yuna went to continue the story.
Talk to Rikku again in the morning and then the group will exit Rin’s Travel Agency. You will notice that there is a small glowing item on the shield. Examine it to receive a Yellow Shield. If you don’t already have a Yellow Shield equipped to Tidus equip this one to him now. Tidus will now be immune to lightning based attacks.
Rather than going north, head south back into the area you previously came from. You will notice that there are two ways to go north from here (and the red arrow will be pointing to the second exit. Go north through the other pathway. Directly to the right when you come from this pathway is a treasure chest that contains an X-Potion.
You could potentially run into Iron Giants in the second portion of the Thunder Plains. These fiends are particularly powerful but are great to level up against. Use Auron’s Power Break ability to reduce the amount that they hit for.
Continue northward until you reach the Save Sphere and save your game. Half way down the pathway Yuna will interrupt the journey for a bit more dialogue and story. There is a treasure chest off to the right side of the pathway that contains 2,000 gil. Keep going until you reach the Macalania Woods.