This is one explanation i found about the Thud
The WWII P-47 had been nicknamed the Hog, and the follow-on F-84 had become the Super Hog. It was quite natural then that the F-105 would get tagged with Ultra Hog. Transition problems resulting in "controlled flight into terrain" gave rise to the name Lieutenant-eater, but that didn't stick. No one really knows what direction the nickname might have taken but for television, Buffalo Bob Smith, and the Howdy Doody show. Howdy Doody, it was alleged, was the illegitimate son of a Strategic Air Command bomber pilot, and Howdy, assisted by Mickey Mouse, was now writing standardization manuals at HQ, USAF. Buffalo Bob Smith, many others contended, was the role model for any number of Air Force Generals, while Clarabelle the Clown trained USAF stan/eval officers. On the television show, intermittently making mischief with the villainous Mr. Bluster, was a bumbling, drooling, semi-evil Indian named Chief Thunderthud. It had a nice ring to it. Thunder THUD. Thud, as in the noise made by a large heavy object hitting the ground. So, the F-105 became the Thunderthud, and finally, in life and legend, just The Thud.