The "discovery of electricity" was arguably more the discovery of how you can harness and use electricity. Electric phenomena were well known looong before humans learned to harness electricity. Static shocks are recorded as a phenomena at least in the medieval times (prolly longer back too). And people had off course seen lightning since the dawn of time. So it's not like people didn't know there was such a phenomena, it's just they hadn't figured out how to use it / harness it.

What people thought of static shocks? Well, they understood it as a phenomena, a force, a power put down in nature (presumably by God).