There are apparently something like 30M lightning strikes per year (about 1 per second!), and random sources I found suggest the average strike has an energy north of 1GJ.
1GW is somewhat respectable. Good luck collecting it.
At least some research and experimentation has gone into the idea[1]. Doesn't seem like much has come from it to date, for good reason(s). But who knows, maybe somebody clever will come up with a mechanism for this that works, somewhere down the line.
