Thus far there has been no completely comprehensive answer to this question, in part because there were many ancient peoples who changed across an immense time period. However, you might be interested in some previous answers from the FAQ section entitled "Ancients' views on static electricity":

• Did the ancients give one another tiny static shocks? What did they think it was and are there accounts of this? - 67 comments, over 1 year old.
• The top level comments in this thread contextualize electricity as but one mystery in an environment that was filled with mysteries for ancient peoples.
• How was static electricity rationalized before the discovery and understanding of electricity? - 53 comments, over 8 months old.
• The top level comments cite ancient sources to showcase directly what some of the ancients (in this case Romans and Persians) thought of static electricity.
• before the discovery of electricity, what did people think of static electricity shocks? - 54 comments, over 4 months old.
• The commenters in this thread trace the reasoning for electricity from Ancient Egypt to Ancient Greece and also include bits about Nikola Tesla.

While ancient people is a bit broad, I can give you one example. According to the Galen, the Greek philosopher Epicurus believed that the attraction between amber and fluff (what we might call static electricity today) and between magnets and iron was the result of atoms flowing between the two objects, becoming interlocked, and then drawing the two objects together. As to what he may of thought of the sparks you mention, as opposed to the attractive power of static electricity, we can only speculate, but it does seem to fit fairly well with this idea of flowing atoms.